Vertical linear complementarity and discounted zero-sum stochastic games with ARAT structure |
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Authors: | S.R. Mohan S.K. Neogy T. Parthasarathy S. Sinha |
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Affiliation: | Indian Statistical Institute, New Delhi-110016, India? e-mail: {srm,?skn,?tps}@isid.ac.in, IN Jadavpur University, Calcutta-700 032, India, IN
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Abstract: | In this paper we consider a two-person zero-sum discounted stochastic game with ARAT structure and formulate the problem of computing a pair of pure optimal stationary strategies and the corresponding value vector of such a game as a vertical linear complementarity problem. We show that Cottle-Dantzig’s algorithm (a generalization of Lemke’s algorithm) can solve this problem under a mild assumption. Received July 8, 1998 / Revised version received April 16, 1999? Published online September 15, 1999 |
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Keywords: | : ARAT – Cottle-Dantzig’ s algorithm – VLCP |
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