Linear complementarity and discounted switching controller stochastic games

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13 Scopus citations


The class of discounted switching controller stochastic games can be solved in one step by a linear complementarity program (LCP). Following the proof of this technical result is a discussion of a special formulation and initialization of a standard LCP pivoting algorithm which has, in numerical experiments, always terminated in a complementary solution. That the LCP algorithm as formulated always finds a complementary solution has not yet been proven, but these theoretical and experimental results have the potential to provide an alternative proof of the ordered field property for these games. Numerical experimentation with the reformulated LCP is reviewed.

Original languageEnglish (US)
Pages (from-to)89-99
Number of pages11
JournalJournal of Optimization Theory and Applications
Issue number1
StatePublished - Apr 1 1992


  • Ordered field property
  • complementary pivots
  • discounted switching controller
  • linear complementarity
  • stochastic games

ASJC Scopus subject areas

  • Control and Optimization
  • Management Science and Operations Research
  • Applied Mathematics


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