A numerical optimization pesudo-algorithm for two-player zero-sum stochastic games-Reference-Cited by-同舟云学术

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A numerical optimization pesudo-algorithm for two-player zero-sum stochastic games

Published:2020-11-30 Issue:15 Volume:53 Page:1729-1742
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Li Peng¹,Li Xiangrong¹²,Yuan Gonglin²,Zhang Maojun³

Affiliation:

1. Business School, Guangxi University, Nanning, Guangxi, P.R. China

2. College of Mathematics and Information Science, Guangxi University, Nanning, Guangxi, P.R. China

3. School of Business, Suzhou University of Science and Technolog, Suzhou, Jiangsu, P.R.China

Funder

the Guangxi Natural Science Key Fund

the National Social Science Key Foundation of China

the Special Funds for Local Science and Technology Development Guided by the Central Government

the Guangxi Science Fund for Distinguished Young Scholars

the National Natural Science Foundation of China

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2020.1845294

Reference19 articles.

1. H∞-Optimal Control and Related

2. Representations of quasi-Newton matrices and their use in limited memory methods

3. An Active Set Newton Algorithm for Large-Scale Nonlinear Programs with Box Constraints

4. Risk-Sensitive Control on an Infinite Time Horizon

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