Nash equilibrium payoffs for stochastic differential games with jumps and coupled nonlinear cost functionals

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Stochastic Nash Equilibrium Seeking for Games with General Nonlinear Payoffs

We introduce a multi-input stochastic extremum seeking algorithm to solve the problem of seeking Nash equilibria for a noncooperative game whose N players seek to maximize their individual payoff functions. The payoff functions are general (not necessarily quadratic), and their forms are not known to the players. Our algorithm is a nonmodel-based approach for asymptotic attainment of the Nash e...

متن کامل

Nash Equilibrium Strategy for Bi-matrix Games with L-R Fuzzy Payoffs

In this paper, bi-matrix games are investigated based on L-R fuzzy variables. Also, based on the fuzzy max order several models in non-symmetrical L-R fuzzy environment is constructed and the existence condition of Nash equilibrium strategies of the fuzzy bi-matrix games is proposed. At last, based on the Nash equilibrium of crisp parametric bi-matrix games, we obtain the Pareto and weak Pareto...

متن کامل

Hidden Stochastic Games and Limit Equilibrium Payoffs

We consider 2-player stochastic games with perfectly observed actions, and study the limit, as the discount factor goes to one, of the equilibrium payoffs set. In the usual setup where current states are observed by the players, we show that the set of stationary equilibrium payoffs always converges, and provide a simple example where the set of equilibrium payoffs has no limit. We then introdu...

متن کامل

Identify the Nash Equilibrium in Static Games with Random Payoffs

We study the problem on how to learn the pure Nash Equilibrium of a two-player zero-sum static game with random payoffs under unknown distributions via efficient payoff queries. We introduce a multi-armed bandit model to this problem due to its ability to find the best arm efficiently among random arms and propose two algorithms for this problem—LUCB-G based on the confidence bounds and a racin...

متن کامل

On Computing Nash Equilibrium in Stochastic Games

Using the fact that any two player discounted stochastic game with finite state and action spaces can be recast as a non-convex constrained optimization problem, where each global minima corresponds to a stationary Nash equilibrium, we present a sequential quadratic programming based algorithm that converges to a KKT point. This KKT point is an -Nash equilibrium for some > 0 and under some suit...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Stochastic Processes and their Applications

سال: 2015

ISSN: 0304-4149

DOI: 10.1016/j.spa.2015.07.004