Title :
Linear complementarity and discount switching controller games
Author :
Schultz, Todd A.
Author_Institution :
Sch. of Bus. Adm., Augusta Coll., GA, USA
Abstract :
It is proved that the class of discount-switching-controller stochastic games can be solved in one step by a linear complementarity (LCP), and the implementation of the LCP is discussed. Ray termination has been eliminated in practice, although it has not yet been proved that the LCP will always reach a complementary solution (which is known to exist). The numerical performance of the solution algorithm is reviewed
Keywords :
game theory; linear programming; discount switching controller games; game theory; linear complementarity; stochastic games; Economic indicators; Paints;
Conference_Titel :
Decision and Control, 1989., Proceedings of the 28th IEEE Conference on
Conference_Location :
Tampa, FL
DOI :
10.1109/CDC.1989.70100
