Deterministic Markov Nash equilibria for potential discrete-time stochastic games

Alejandra Fonseca-Morales

Kybernetika (2022)

  • Volume: 58, Issue: 2, page 163-179
  • ISSN: 0023-5954

Abstract

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In this paper, we study the problem of finding deterministic (also known as feedback or closed-loop) Markov Nash equilibria for a class of discrete-time stochastic games. In order to establish our results, we develop a potential game approach based on the dynamic programming technique. The identified potential stochastic games have Borel state and action spaces and possibly unbounded nondifferentiable cost-per-stage functions. In particular, the team (or coordination) stochastic games and the stochastic games with an action independent transition law are covered.

How to cite

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Fonseca-Morales, Alejandra. "Deterministic Markov Nash equilibria for potential discrete-time stochastic games." Kybernetika 58.2 (2022): 163-179. <http://eudml.org/doc/298928>.

@article{Fonseca2022,
abstract = {In this paper, we study the problem of finding deterministic (also known as feedback or closed-loop) Markov Nash equilibria for a class of discrete-time stochastic games. In order to establish our results, we develop a potential game approach based on the dynamic programming technique. The identified potential stochastic games have Borel state and action spaces and possibly unbounded nondifferentiable cost-per-stage functions. In particular, the team (or coordination) stochastic games and the stochastic games with an action independent transition law are covered.},
author = {Fonseca-Morales, Alejandra},
journal = {Kybernetika},
keywords = {stochastic games; optimal control; potential approach; dynamic programming},
language = {eng},
number = {2},
pages = {163-179},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Deterministic Markov Nash equilibria for potential discrete-time stochastic games},
url = {http://eudml.org/doc/298928},
volume = {58},
year = {2022},
}

TY - JOUR
AU - Fonseca-Morales, Alejandra
TI - Deterministic Markov Nash equilibria for potential discrete-time stochastic games
JO - Kybernetika
PY - 2022
PB - Institute of Information Theory and Automation AS CR
VL - 58
IS - 2
SP - 163
EP - 179
AB - In this paper, we study the problem of finding deterministic (also known as feedback or closed-loop) Markov Nash equilibria for a class of discrete-time stochastic games. In order to establish our results, we develop a potential game approach based on the dynamic programming technique. The identified potential stochastic games have Borel state and action spaces and possibly unbounded nondifferentiable cost-per-stage functions. In particular, the team (or coordination) stochastic games and the stochastic games with an action independent transition law are covered.
LA - eng
KW - stochastic games; optimal control; potential approach; dynamic programming
UR - http://eudml.org/doc/298928
ER -

References

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