| Title:
|
Deterministic Markov Nash equilibria for potential discrete-time stochastic games (English) |
| Author:
|
Fonseca-Morales, Alejandra |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 (print) |
| ISSN:
|
1805-949X (online) |
| Volume:
|
58 |
| Issue:
|
2 |
| Year:
|
2022 |
| Pages:
|
163-179 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
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. (English) |
| Keyword:
|
stochastic games |
| Keyword:
|
optimal control |
| Keyword:
|
potential approach |
| Keyword:
|
dynamic programming |
| MSC:
|
91A10 |
| MSC:
|
91A14 |
| MSC:
|
91A25 |
| MSC:
|
91A50 |
| MSC:
|
93E20 |
| idZBL:
|
Zbl 07584151 |
| idMR:
|
MR4467491 |
| DOI:
|
10.14736/kyb-2022-2-0163 |
| . |
| Date available:
|
2022-07-29T12:06:50Z |
| Last updated:
|
2023-03-13 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/150462 |
| . |
| Reference:
|
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| . |
