Preview
Unable to display preview. Download preview PDF.
References
Bellman, R.E. (1957), Dynamic Programming, Princeton University Press, Princeton N.J.
Breton, M. (1987), Equilibre Pour Des Jeux Sequentiel, PhD thesis, University of Montreal.
Breton, M., J.A. Filar, A. Haurie, and T.A. Schultz (1986) "On the computation of equilibria in discounted stochastic games", in Dynamic Games and Applications in Economics, T. Basar (ED.), Springer Verlag. Lecture Notes in Economics and Mathematical Systems.
Filar, J.A., and B. Tolwinski (1987), "On the algorithm of Pollatschek and Avl-Itzhak", (submitted for publication).
Goldman, A.J., and A.W. Tucker (1956), "Theory of linear programming", in Linear Inequalities and Related Systems, H.W. Kuhn and A.W. Tucker (Eds.), Princeton University Press, Annals of Mathematics Studies #38.
Howard, R.A. (1960), Dynamic Programming and Markov Processes, The MIT Press, Cambridge, MA.
McCormick, G.P. (1983), Nonlinear Programming, Wiley, New York.
Pollatschek, M. and B. Avi-Itzhak (1969), "Algorithms for stochastic games with geometric interpretation", Management Science, 15, 399–415.
Puterman, M.L. and S.L. Brumeile (1978), "The analytic theory of policy iteration", in Dynamic Programming and its Applications, M.L. Puterman (Ed.), Academic Press, New York.
Puterman, M.L. and M.C. Shin (1978), "Modified policy iteration algorithms for discounted Markov decision problems", Management Science, 24, 1127–1137.
Shapley, L.S. (1953), "Stochastic games", Proceedings of the National Academy of Science USA, 39, 1095–1100.
Shapley, L.S. and R.N. Snow (1950), "Basic solutions of descrete games", in Contributions to the Theory of Games, H.W. Kuhn and A.W. Tucker (Eds.), Princeton University Press, Annais of Mathematics Studies #24.
Van Der Wal, J. (1978), "Discounted Makrov games: generalized policy iteration method", J. Optimiz. Th. Appis., 25, 125–138.
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1989 Springer-Verlag
About this paper
Cite this paper
Tolwinski, B. (1989). Newton-type methods for stochastic games. In: Başar, T.S., Bernhard, P. (eds) Differential Games and Applications. Lecture Notes in Control and Information Sciences, vol 119. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0004268
Download citation
DOI: https://doi.org/10.1007/BFb0004268
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-50758-1
Online ISBN: 978-3-540-46079-4
eBook Packages: Springer Book Archive