Polynomial stochastic games via sum of squares optimization

dc.creatorShah, Parikshit
dc.creatorParrilo, Pablo A.
dc.date2008-06-15
dc.date.accessioned2026-07-07T09:44:46Z
dc.date.available2026-07-07T09:44:46Z
dc.descriptionStochastic games are an important class of problems that generalize Markov decision processes to game theoretic scenarios. We consider finite state two-player zero-sum stochastic games over an infinite time horizon with discounted rewards. The players are assumed to have infinite strategy spaces and the payoffs are assumed to be polynomials. In this paper we restrict our attention to a special class of games for which the single-controller assumption holds. It is shown that minimax equilibria and optimal strategies for such games may be obtained via semidefinite programming.
dc.description28 pages, 2 figures
dc.identifierhttps://arxiv.org/abs/0806.2469
dc.identifierhttp://arxiv.org/abs/0806.2469
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/162991
dc.subjectOptimization and Control
dc.subjectComputer Science and Game Theory
dc.titlePolynomial stochastic games via sum of squares optimization
dc.typetext

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