Selection of a correlated equilibrium in Markov stopping games

نویسندگان

  • David M. Ramsey
  • Krzysztof Szajowski
چکیده

This paper deals with an extension of the concept of correlated strategies to Markov stopping games. The Nash equilibrium approach to solving nonzero-sum stopping games may give multiple solutions. An arbitrator can suggest to each player the decision to be applied at each stage based on a joint distribution over the players’ decisions according to some optimality criterion. This is a form of equilibrium selection. Examples of correlated equilibria in nonzero-sum games related to the best choice problem are given. Several concepts of criteria for selecting a correlated equilibrium are used. 2006 Elsevier B.V. All rights reserved.

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

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Correlated Equilibria in Competitive Staff Selection Problem

This paper deals with an extension of the concept of correlated strategies to Markov stopping games. The Nash equilibrium approach to solving nonzero-sum stopping games may give multiple solutions. An arbitrator can suggest to each player the decision to be applied at each stage based on a joint distribution over the players’ decisions. This is a form of equilibrium selection. Examples of corre...

متن کامل

Randomized stopping games and Markov market games

We study nonzero-sum stopping games with randomized stopping strategies. The existence of Nash equilibrium and ε-equilibrium strategies are discussed under various assumptions on players random payoffs and utility functions dependent on the observed discrete time Markov process. Then we will present a model of a market game in which randomized stopping times are involved. The model is a mixture...

متن کامل

Optimal Stopping Games for Markov Processes

where the horizon T (the upper bound for τ and σ above) may be either finite or infinite (it is assumed that G1(XT ) = G2(XT ) if T is finite and lim inft→∞G2(Xt) ≤ lim supt→∞G1(Xt) if T is infinite). If X is right-continuous, then the Stackelberg equilibrium holds, in the sense that V ∗(x) = V∗(x) for all x with V := V ∗ = V∗ defining a measurable function. If X is right-continuous and left-co...

متن کامل

Optimal Stopping Games and Nash Equilibrium

We show that the value function of the optimal stopping game for a rightcontinuous strong Markov process can be identified via equality between the smallest superharmonic and the largest subharmonic function lying between the gain and the loss function (semiharmonic characterisation) if and only if the Nash equilibrium holds (i.e. there exists a saddle point of optimal stopping times). When spe...

متن کامل

Correlated Q-Learning

Recently, there have been several attempts to design multiagent learning algorithms that learn equilibrium policies in general-sum Markov games, just as Q-learning learns optimal policies in Markov decision processes. This paper introduces correlated-Q learning, one such algorithm. The contributions of this paper are twofold: (i) We show empirically that correlated-Q learns correlated equilibri...

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

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

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • European Journal of Operational Research

دوره 184  شماره 

صفحات  -

تاریخ انتشار 2008