Finding the strong Nash equilibrium: computation, existence and characterization for Markov games

DOI10.1007/S10957-020-01729-3MaRDI QIDQ2198544zbMATH OpenOpenAlexFDO

Authors Julio B. Clempner, Alexander S. Poznyak

Publication date 10 September 2020

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-020-01729-3

zbMATH Keywords

algorithmsParetogame theoryMarkov processesstrong equilibriumoptimizations

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Equilibrium refinements (91A11)

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Cites work

• scientific article; zbMATH DE number 3139273 (Why is no real title available?)
• scientific article; zbMATH DE number 803211 (Why is no real title available?)
• A Social Coalitional Equilibrium Existence Lemma
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• Computing the Stackelberg/Nash equilibria using the extraproximal method: convergence analysis and implementation details for Markov chains games
• Computing the strong Nash equilibrium for Markov chains games
• Constructing the Pareto front for multi-objective Markov chains handling a strong Pareto policy approach
• Convergence method, properties and computational complexity for Lyapunov games
• Equilibria in a model with partial rivalry
• Intermediate preferences and stable coalition structures
• Non-cooperative games
• Second best taxation as a game
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• Stable coalition structures with a unidimensional set of alternatives

Cited in

(8)

• Computing the Stackelberg/Nash equilibria using the extraproximal method: convergence analysis and implementation details for Markov chains games
• Construction of a strong Nash equilibrium in a class of infinite nonzero-sum games
• On the existence of a strictly strong Nash equilibrium under the student-optimal deferred acceptance algorithm
• Interval methods for computing strong Nash equilibria of continuous games
• Computing the strong Nash equilibrium for Markov chains games
• A proximal/gradient approach for computing the Nash equilibrium in controllable Markov games
• Variational inequalities, Ky Fan minimax inequality; and strong Nash equilibria in generalized games
• Computing the strong \(L_p\)-Nash equilibrium for Markov chains games: convergence and uniqueness

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