Necessary optimality conditions for N-player nonzero-sum multistage games
نویسنده
چکیده
منابع مشابه
Selection of a correlated equilibrium in Markov stopping games
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 e...
متن کاملStackelberg Strategies for Singular Dynamic Games
, Abstract. This paper is concerned with the derivation of open-loop 8tackelberg (OL8) solutions of a class of continuoustime two-player nonzero-sum differential games characterized by quadratic cost functionals and linear singular systems. By applying the calculus of variations, necessary conditions are derived under which the op~n-Ioop 8tackelberg solution of the leader exists. Under the tran...
متن کاملA mathematical programming based characterization of Nash equilibria of some constrained stochastic games
We consider two classes of constrained finite state-action stochastic games. First, we consider a two player nonzero sum single controller constrained stochastic game with both average and discounted cost criterion. We consider the same type of constraints as in [1], i.e., player 1 has subscription based constraints and player 2, who controls the transition probabilities, has realization based ...
متن کاملTwo-player Nonzero–sum Stopping Games in Discrete Time by Eran Shmaya
We prove that every two-player nonzero–sum stopping game in discrete time admits an ε-equilibrium in randomized strategies for every ε > 0. We use a stochastic variation of Ramsey's theorem, which enables us to reduce the problem to that of studying properties of ε-equilibria in a simple class of stochastic games with finite state space. 1. Introduction. The following optimization problem was p...
متن کاملStochastic nonzero-sum games: a new connection between singular control and optimal stopping
In this paper we establish a new connection between a class of 2-player nonzerosum games of optimal stopping and certain 2-player nonzero-sum games of singular control. We show that whenever a Nash equilibrium in the game of stopping is attained by hitting times at two separate boundaries, then such boundaries also trigger a Nash equilibrium in the game of singular control. Moreover a different...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Kybernetika
دوره 12 شماره
صفحات -
تاریخ انتشار 1976