Abstract: In this paper, we propose a trilinear optimization formulation and four mixed integer bilinear formulations to compute the Nash equilibria of a 2-player discounted stochastic game. The ...

This course is an introduction to mathematical programming models and computational techniques. We will cover the following areas: linear programming and the simplex method, dynamic programming, ...

An operations research technique that solves problems in which an optimal value is sought subject to specified constraints. Mathematical programming models include linear programming, quadratic ...