Algorithms for stochastic games ? A survey
Tóm tắt
Từ khóa
Tài liệu tham khảo
Aumann RJ (1964) Mixed and Behaviour Strategies in Infinite Extensive Games. In: Dresher M, Shapley LS (eds) Advances in Game Theory. Princeton University Press. Annals of Mathematics Studies 52
Baykal-Gursoy M, Ross KW (1989) A Sample Path Approach to Stochastic Games. Techn Rep, Rutgers University
Bewley T, Kohlberg E (1978) On Stochastic Games with Stationary Optimal Strategies. Math Oper Res 3:104?125
Breton M (1987) Equilibre pour des Jeux Sequentiel. PhD Thesis, University of Montreal
Breton M, Filar JA, Haurie A, Shultz TA (1985) On the Computation of Equilibria in Discounted Stochastic Games. In: Basar T (ed) Dynamic Games and Applications in Economics. Springer, Lecture Notes in Economics and Mathematical Systems 265
Brown GW (1951) Iterative Solutions of Games by Fictitious Play. In: Koopmans TC (ed) Activity Analysis of Production and Allocation. Wiley
Derman C (1970) Finite State Markovian Decision Processes. Academic Press, New York
Federgruen A (1980) Successive Approximation Methods in Undiscounted Stochastic Games. Oper Res 28:794?810
Federgruen A (1983) Markovian Control Problems. Mathematical Centre Tracts 97, Amsterdam
Filar JA (1980) Algorithms for Solving Some Undiscounted Stochastic Games. PhD Thesis, University of Illinois at Chicago, Chicago, Illinois
Filar JA Ordered Field Property for Stochastic Games When the Player Who Controls Transitions Changes from State to State. J Optim Theory Appl 34:503?513
Filar JA (1985) Player Aggregation in the Traveling Inspector Model. IEEE Trans on Aut Control AC-30:723?729
Filar JA (1986) Quadratic Programming and the Single-Controller Stochastic Game. J Math Anal Appl 113:136?147
Filar JA, Raghavan TES (1980) Two Remarks Concerning Two Undiscounted Stochastic Games. Tech Rep 392. John Hopkins University, Department of Mathematical Sciences
Filar JA, Raghavan TES (1984) A Matrix Game Solution of the Single-Controller Stochastic Game. Math Oper Res 9:356?362
Filar JA, Shultz TA (1986) Nonlinear Programming and Stationary Strategies in Stochastic Games. Math Progr 35:243?247
Filar JA, Shultz TA (1987) Bilinear Programming and Structured Stochastic Games. J Optim Theory Appl 53:85?104
Filar JA, Shultz TA, Thuijsman F, Vrieze OJ (1987) Nonlinear Programming and Stationary Equilibria in Stochastic Games. Math Program (to appear)
Filar JA, Tolwinski B (1988) On the Algorithm of Pollatschek and Avi-Itzhak. In: Ferguson T et al. (eds) Stochastic Games and Related Topics, Shapley Honor volume. Kluwer, Dordrecht, The Netherlands (to appear)
Fink AM (1964) Equilibrium in a Stochastic N-Person Game. J Sci in Hiroshima Univ, Series A-I. 28:89?93
Gilette D (1957) Stochastic Games with Zero Stop Probabilities. In: Dresher AWTM, Wolfe P (eds) Contributions to the Theory of Games. Princeton University Press, Annals of Mathematics Studies 39
Gill PE, Murray W, Saunders MA, Wright MH (1983) User's Guide for SOL/NPSOL: A Fortran Package for Nonlinear Programming. Tech Rep SOL 83-12. Stanford University, Stanford, California
Hordijk A, Kallenberg LGM (1981) Linear Programming and Markov Games I, II. In: Moeschlin O, Pallaschke D (eds) Game Theory and Mathematical Economics. North Holland
Hordijk A, Tijms HC (1975) A Modified Form of the Iterative Method of Dynamic Programming. Annals of Stat 3:203?208
Lemke CE (1965) Bimatrix Equilibrium Points and Mathematical Programming. Management Sci 12:413?423
Liggett T, Lipman S (1969) Stochastic Games with Perfect Information and Time Average Payoff. SIAM Rev 11:604?607
Mizuno N (1986) A New Algorithm for Non-Zerosum Markov Games. Tech Rep, New York University, Graduate School of Business
Mizuno N (1987) A Necessary Condition for the Existence of Average Reward Equilibrium Points for Finite N-Person Markov Games. Tech Rep, New York University, Graduate School of Business
Mohan SR, Raghavan TES (1987) An Algorithm for Discounted Switching Control Games. OR Spectrum 9:41?45
Monash CA (1979) Stochastic Games. The Minimax Theorem. PhD Thesis, Harvard University
Nowak A, Raghavan TES (1989) A Finite Step Algorithm via a Bimatrix Garne to a Single-Controller Non-zerosum Stochastic Game. Tech Rep 89-1. The University of Illinois at Chicago
Parthasarathy T, Raghavan TES (1981) An Orderfield Property for Stochastic Garnes when One Player Controls Transition Probabilities. J Optim Theory Appl 33:375?392
Parthasarathy T, Stern M (1977) Markov Games: A Survey. In: Roxin PLE, Sternberg R (eds) Differential Games and Control Theory. Marcel Dekker
Parthasarathy T, Tijs SH, Vrieze OJ (1984) Stochastic Games with State Independent Transitions and Separable Rewards. In: Hammer G, Pallaschke D (eds) Selected Topics in OR and Mathematical Economics. Springer, Lecture Notes Series 226
Pollatschek M, Avi-Itzhak B (1969) Algorithms for Stochastic Games with Geometrical Interpretation. Management Sci 15:399?415
Raghavan TES, Tijs SH, Vrieze OJ (1985) On Stochastic Games with Additive Reward and Transition Structure. J Optim Theory Appl 47:451?464
Rao S, Chandrasekaran R, Nair K (1973) Algorithms for Discounted Stochastic Games. J Optim Theory Appl 11:627?637
Rogers PD (1969) Non-zerosum Stochastic Games. PhD Thesis, University of California at Berkeley, Berkeley, California
Rothblum UG (1978) Solving Stopping Stochastic Games by Maximizing a Linear Function Subject to Quadratic Constraints. In: Moeschlin O, Pallaschke D (eds) Game Theory and Related Topics. North Holland
Shapley LS (1964) Some Topics in Two Person Games. In: Dresher LSSM, Tucker AW (eds) Advances in Game Theory. Princeton University Press
Sinha S (1989) A Contribution to the Theory of Stochastic Games. PhD Thesis, Indian Statistical Institute, New Delhi
Sobel MJ (1981) Myopic Solutions of Markov Decision Processes and Stochastic Games. Operat Res 29:995?1009
Sobel MJ (1981) Stochastic Fishery Games with Myotopic Equilibria. In: Mirman LJ, Spulber D (eds) The Economics of Renewable Resources. Elsevier-North-Holland
Stern M (1975) On Stochastic Games with Limiting Average Payoff. PhD Thesis, University of Illinois at Chicago
Takahashi M (1964) Equilibrium Points of Stochastic Non-cooperative n-Person Games. J Sci Hiroshima University, Series A-I, 28:95?99
Thuijsman F (1989) Optimality and Equilibria in Stochastic Games. PhD Thesis, Rijksuniversiteit Limburg, Maastricht
Vrieze OJ (1987) Stochastic Games with Finite State and Action Spaces. CWI Tracts 33, Amsterdam
Vrieze OJ, Thuijsman F (1986) On Equilibria in Repeated Games with Absorbing States. Tech Rep 8535. Catholic University, Nijmegen, Department of Mathematics
Vrieze OJ, Tijs SH (1980) Fictitious Play Applied to Sequence of Games and Discounted Stochastic Games. Intern J Game Theory 11:71?85
Vrieze OJ, Tijs SH, Raghavan TES, Filar JA (1983) A Finite Algorithm for the Switching Controller Stochastic Game. OR Spectrum 5:15?24
van der Wal J (1981) Stochastic Dynamic Programming. Math Center Tracts 139, Amsterdam
van der Wal J (1977) Discounted Markov Games: Successive Approximation and Stopping Times. Intern J Game Theory 6:11?22
Winston W (1978) A Stochastic Game Model of a Weapons Development Competition. SIAM J Control Optim 16:411?419
Winston WL, Cabot AV (1984) A Stochastic Game Model of Football Play Selection. Tech Rep, Indiana University, Paper presented at the TIMS/ORSA joint National meeting in Dallas