Pivoting algorithms for some classes of stochastic games: a survey

Mohan, S. R. ; Neogy, S. K. ; parthasarathy, T. (2001) Pivoting algorithms for some classes of stochastic games: a survey International Game Theory Review, 3 (2-3). pp. 253-281. ISSN 0219-1989

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Official URL: http://www.worldscinet.com/abstract?id=pii:S021919...

Related URL: http://dx.doi.org/10.1142/S0219198901000385

Abstract

In this paper, we survey the recent literature on computing the value vector and the associated optimal strategies of the players for special cases of zero-sum stochastic games, or in computing a Nash equilibrium point and the corresponding stationary strategies of the players for special cases of nonzero-sum stochastic games, using finite-step algorithms based on pivoting. Examples of finite-step pivoting algorithms are the various simplex-type algorithms, such as the primal simplex or dual simplex method for solving the linear programming problem or Lemke's or Lemke-Howson's algorithm for solving the linear complementarity problem. Also included are Lemke-type algorithms for solving various generalisations of the linear complementarity problem. The survey also includes a few new results and observations.

Item Type:Article
Source:Copyright of this article belongs to World Scientific Publishing Company.
ID Code:90949
Deposited On:15 May 2012 10:00
Last Modified:15 May 2012 10:00

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