Computing the Stackelberg/Nash equilibria using the extraproximal method: Convergence analysis and implementation details for Markov chains games

Computing the Stackelberg/Nash equilibria using the extraproximal method: Convergence analysis and implementation details for Markov chains games

In this paper we present the extraproximal method for computing the Stackelberg/Nash equilibria in a class of ergodic controlled finite Markov chains games. We exemplify the original game formulation in terms of coupled nonlinear programming problems implementing the Lagrange principle. In addition,...

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Bibliographic Details
Main Authors: Trejo Kristal K., Clempner Julio B., Poznyak Alexander S.
Format: Article
Language:English
Published: Sciendo 2015-06-01
Series:International Journal of Applied Mathematics and Computer Science
Subjects:
extraproximal method
stackelberg games
convergence analysis
markov chains
implementation
Online Access:https://doi.org/10.1515/amcs-2015-0026

Internet

https://doi.org/10.1515/amcs-2015-0026

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