Analysing Message Sequence Graph Specifications
Joy Chakraborty, Deepak D'Souza, K. Narayan Kumar
IISc-CSA-TR-2009-2
(March 2009) Available formats: (none)
Filed on March 18, 2009
Updated on April 1, 2009
Zero-sum stochastic games are easy to solve as they can be cast as simple Markov decision processes. This is however not the case with general-sum stochastic games. A fairly general optimization problem formulation is available for general-sum stochastic games in [8]. However, the optimization problem has non-linear objective and non-linear constraints with special structure. Algorithms for computationally solving such problems are not available in the literature. We present in this paper, a simple and robust algorithm for numerical solution of general-sum stochastic games with assured convergence to a Nash equilibrium.
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[Updated at 2009-10-22T06:42Z]