ISSN:
1436-4646
Keywords:
Key words: ARAT – Cottle-Dantzig’s algorithm – VLCP
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract. In this paper we consider a two-person zero-sum discounted stochastic game with ARAT structure and formulate the problem of computing a pair of pure optimal stationary strategies and the corresponding value vector of such a game as a vertical linear complementarity problem. We show that Cottle-Dantzig’s algorithm (a generalization of Lemke’s algorithm) can solve this problem under a mild assumption.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/s101070050108
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