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.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 192-194 |
| Number of pages | 3 |
| Journal | Proceedings of the IEEE Conference on Decision and Control |
| Volume | 1 |
| State | Published - Dec 1 1989 |
| Event | Proceedings of the 28th IEEE Conference on Decision and Control. Part 1 (of 3) - Tampa, FL, USA Duration: Dec 13 1989 → Dec 15 1989 |
ASJC Scopus subject areas
- Control and Systems Engineering
- Modeling and Simulation
- Control and Optimization