We introduce Recursive Markov Decision Processes (RMDPs) and Recursive Simple Stochastic Games (RSSGs), which are classes of (finitely presented) countable-state MDPs and zero-su...
Recently, simulation-based methods have been successfully used for solving challenging stochastic optimization problems and equilibrium models. Here we report some of the recent p...
Abstract. We define the first nontrivial polynomially recognizable subclass of P-matrix Generalized Linear Complementarity Problems (GLCPs) with a subexponential pivot rule. No suc...
We analyse the computational complexity of finding Nash equilibria in simple stochastic multiplayer games. We show that restricting the search space to equilibria whose payoffs fal...
The study of simple stochastic games (SSGs) was initiated by Condon for analyzing the computational power of randomized space-bounded alternating Turing machines. The game is play...