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

DOI10.1007/s10957-020-01729-3zbMath1448.91021OpenAlexW3048095589MaRDI QIDQ2198544

Alexander S. Poznyak, Julio B. Clempner

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

Paretoalgorithmsgame theoryMarkov processesstrong equilibriumoptimizations

Mathematics Subject Classification ID

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

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A proximal/gradient approach for computing the Nash equilibrium in controllable Markov games

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