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Saddle-point calculation for constrained finite Markov chains

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  • Gomez-Ramirez, E.
  • Najim, K.
  • Poznyak, A. S.

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  • Gomez-Ramirez, E. & Najim, K. & Poznyak, A. S., 2003. "Saddle-point calculation for constrained finite Markov chains," Journal of Economic Dynamics and Control, Elsevier, vol. 27(10), pages 1833-1853, August.
    • Handle: RePEc:eee:dyncon:v:27:y:2003:i:10:p:1833-1853
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    References listed on IDEAS

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    1. Vrieze, O.J. & Tijs, S.H. & Raghavan, T.E.S. & Filar, J.A., 1983. "A finite algorithm for the switching control stochastic game," Other publications TiSEM 61df4c61-65ea-4357-99c0-1, Tilburg University, School of Economics and Management.
    2. Ozyildirim, Suheyla & Alemdar, Nedim M., 2000. "Learning the optimum as a Nash equilibrium," Journal of Economic Dynamics and Control, Elsevier, vol. 24(4), pages 483-499, April.
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    Cited by:

    1. Eitan Altman & Konstantin Avrachenkov & Richard Marquez & Gregory Miller, 2005. "Zero-sum constrained stochastic games with independent state processes," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 62(3), pages 375-386, December.

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