Computing Stationary Nash Equilibria of Undiscounted Single-Controller Stochastic Games

  • Authors:
  • T. E. S. Raghavan;Zamir Syed

  • Affiliations:
  • -;-

  • Venue:
  • Mathematics of Operations Research
  • Year:
  • 2002

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Abstract

Given a two-person, nonzero-sum stochastic game where the second player controls the transitions, we formulate a linear complementarity problem LCP( q, M) whose solution gives a Nash equilibrium pair of stationary strategies under the limiting average payoff criterion. The matrixM constructed is of the copositive class so that Lemke's algorithm will process it. We will also do the same for a special class ofN-person stochastic games called polymatrix stochastic games.