Nonlinear programming and stationary strategies in stochastic games-Reference-Cited by-同舟云学术

Nonlinear programming and stationary strategies in stochastic games

Published:1986-03 Issue:2 Volume:34 Page:243-247
ISSN:0025-5610
Container-title:Mathematical Programming
language:en
Short-container-title:Mathematical Programming

Author:

Filar Jerzy A.,Schultz Todd A.

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Link

http://link.springer.com/content/pdf/10.1007/BF01580590.pdf

Reference15 articles.

1. T. Bewley and E. Kohlberg, “On stochastic games with stationary optimal strategies“,Mathematics of Operations Research 3 (1978) 104–125.

2. D. Blackwell and T.S. Ferguson, “The big match“,Annals of Mathematical Statistics 39 (1968) 159–163.

3. J.A. Filar, “Ordered field property for stochastic games when the player who controls transition probabilities changes from state to state“,Journal of Optimization Theory and Applications 34 (1981) 505–517.

4. J.A. Filar, “A single loop stochastic game which one player can terminate“,Opsearch 18 (1981) 185–203.

5. P. Gill, W. Murray, M. Saunders and M. Wright, “User's guide for SOL/NPSOL”, Technical Report SOL 83-12, Department of Operations Research, Stanford University (Stanford, CA 94305, 1983).

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