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A strategic dynamic programming method for studying short-memory equilibria of stochastic games with uncountable number of states

Balbus, Lukasz; Woźny, Łukasz - In: Dynamic games and applications : DGA 6 (2016) 2, pp. 187-208

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Quitting games and linear complementarity problems

Solan, Eilon; Solan, Omri N. - In: Mathematics of operations research 45 (2020) 2, pp. 434-454

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Zero-sum stochastic games over the field of real algebraic numbers

Avrachenkov, Konstantin; Ejov, V.; Filar, Jerzy A.; … - In: Dynamic games and applications : DGA 9 (2019) 4, pp. 1026-1041

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New algorithms for solving zero-sum stochastic games

Oliu-Barton, Miquel - In: Mathematics of operations research 46 (2021) 1, pp. 255-267

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Reinforcement learning and stochastic optimisation

Jaimungal, Sebastian - In: Finance and stochastics 26 (2022) 1, pp. 103-129

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An interior-point path-following method to compute stationary equilibria in stochastic games

Dang, Chuangyin; Herings, Peter Jean-Jacques; Li, Peixuan - 2020

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Distributionally robust optimal control and MDP modeling

Shapiro, Alexander - In: Operations research letters 49 (2021) 5, pp. 809-814

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An interior-point differentiable path-following method to compute stationary equilibria in stochastic games

Dang, Chuangyin; Herings, Peter Jean-Jacques; Li, Peixuan - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 3, pp. 1403-1418

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Markov Decision Processes and Stochastic Positional Games : Optimal Control on Complex Networks

Lozovanu, Dmitrii; Pickl, Stefan - 2024

This book presents recent findings and results concerning the solutions of especially finite state-space Markov decision problems and determining Nash equilibria for related stochastic games with average and total expected discounted reward payoffs. In addition, it focuses on a new class of...

Persistent link: https://www.econbiz.de/10014451769