PIVOTING ALGORITHMS FOR SOME CLASSES OF STOCHASTIC GAMES: A SURVEY

S. R. Mohan, S. K. Neogy and T. Parthasarathy
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S. R. Mohan: Indian Statistical Institute, Delhi Centre, New Delhi-110016, India
S. K. Neogy: Indian Statistical Institute, Delhi Centre, New Delhi-110016, India
T. Parthasarathy: Indian Statistical Institute, Delhi Centre, New Delhi-110016, India

International Game Theory Review (IGTR), 2001, vol. 03, issue 02n03, 253-281

Abstract: In this paper, we survey the recent literature on computing the value vector and the associated optimal strategies of the players for special cases of zero-sum stochastic games, or in computing a Nash equilibrium point and the corresponding stationary strategies of the players for special cases of nonzero-sum stochastic games, using finite-step algorithms based on pivoting. Examples of finite-step pivoting algorithms are the various simplex-type algorithms, such as the primal simplex or dual simplex method for solving the linear programming problem or Lemke's or Lemke-Howson's algorithm for solving the linear complementarity problem. Also included are Lemke-type algorithms for solving various generalisations of the linear complementarity problem. The survey also includes a few new results and observations.

JEL-codes: B4 C0 C6 C7 D5 D7 M2 (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (6)

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DOI: 10.1142/S0219198901000385

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