The saddle point algorithm （SPA） is an iterative method for linear programming （LP） , which convergence rate slows down in approaching the saddlepoint. For this deficiency of the saddle point algorithm, the saddl...
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ISBN:
(纸本)9781612848334
The saddle point algorithm （SPA） is an iterative method for linear programming （LP） , which convergence rate slows down in approaching the saddlepoint. For this deficiency of the saddle point algorithm, the saddlepoint conjugate gradient algorithm （SPCGA） was provided. Explained the principle of the new algorithm and showed results of LP problems calculated by the new algorithm.
We consider a class of stochastic positional games that extends deterministic positional games with average payoffs. The considered class of games we formulate and study applies the game-theoretical concept to finite ...
详细信息
ISBN:
(纸本)9783319185675;9783319185668
We consider a class of stochastic positional games that extends deterministic positional games with average payoffs. The considered class of games we formulate and study applies the game-theoretical concept to finite state space Markov decision processes with an average cost optimization criterion. Necessary and sufficient conditions for the existence of Nash equilibria in stochastic positional games with average payoffs are proven and some approaches for determining the optimal stationary strategies of the players are analyzed. For antagonistic positional games are proposed. Iterative algorithms for determining the saddlepoints. Additionally we show that the obtained results can be used for studying the problem of the existence of Nash equilibria in Shapley stochastic games with average payoffs.
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