Saddle-point calculation for constrained finite Markov chains-Reference-Cited by-同舟云学术

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Saddle-point calculation for constrained finite Markov chains

Published:2003-08 Issue:10 Volume:27 Page:1833-1853
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Gómez-Ramı́rez E.,Najim K.,Poznyak A.S.

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference24 articles.

1. Sensitivity of constrained Markov decision problems;Altman;Annals of Operations Research,1991

2. Altman, E., Shwartz, A., 1991b. Adaptive control of constrained Markov chains: criteria and policies. In: Hernandez-Lerma, O., Lasserre, J.B. (Eds.), Annals of Operations Research, Vol. 28. Markov Decision Processes (Special Issue). Kluwer, Netherlands, pp. 101–134.

3. Altman, E., Shwartz, A., 2000. Constrained Markov Games: Nash Equilibria. In: Gaitsgory, V., Filar, J., Mizukami, K., (Eds.), Annals of the International Society of Dynamic Games, Vol. 5. Birkhauser, Basel, pp. 303–323.

4. Altman, E., Feinberg, E.A., Shwartz, A., 2000. Weighted Discounted Stochastic Games with Perfect Information. In: Gaitsgory, V., Filar, J., Mizukami, K. (Eds.), Annals of the International Society of Dynamic Games, Vol. 5. Birkhauser, Basel, pp. 213–221.

5. Mathematical Methods of Game and Economic Theory;Aubin,1979

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