An algorithm for solving a class of multiplayer feedback-Nash differential games
Summary: In this work, we introduce a novel numerical algorithm, called RaBVItG (Radial Basis Value Iteration Game) to approximate feedback-Nash equilibria for deterministic differential games. More precisely, RaBVItG is an algorithm based on value iteration schemes in a meshfree context. It is used to approximate optimal feedback Nash policies for multiplayer, trying to tackle the dimensionality that involves, in general, this type of problems. Moreover, RaBVItG also implements a game iteration structure that computes the game equilibrium at every value iteration step, in order to increase the accuracy of the solutions. Finally, with the purpose of validating our method, we apply this algorithm to a set of benchmark problems and compare the obtained results with the ones returned by another algorithm found in the literature. When comparing the numerical solutions, we observe that our algorithm is less computationally expensive and, in general, reports lower errors.
- A numerical algorithm to calculate the unique feedback Nash equilibrium in a large scalar LQ differential game
- Numerical approximation of Nash equilibria for a class of non-cooperative differential games
- Numerical solution of differential game models
- Iterative algorithms for computing the feedback Nash equilibrium point for positive systems
- Differential Games and a Nash Equilibrium Searching Algorithm
- Approximate Dynamic Programming
- Approximation of function and its derivatives using radial basis function networks
- Developments in differential game theory and numerical methods: Economic and management applications
- Dynamic programming and optimal control. Vol. 1.
- Handbook of computational economics. Vol. 2: Agent-based computational economics
- scientific article; zbMATH DE number 1734466 (Why is no real title available?)
- Infinite horizon noncooperative differential games
- Meshfree approximation methods with Matlab. With CD-ROM.
- Noncooperative differential games
- Numerical approximation of Nash equilibria for a class of non-cooperative differential games
- NUMERICAL METHODS FOR DIFFERENTIAL GAMES BASED ON PARTIAL DIFFERENTIAL EQUATIONS
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
- Semi-Lagrangian approximation schemes for linear and Hamilton-Jacobi equations
- Small BV Solutions of Hyperbolic Noncooperative Differential Games
- Using dynamic programming with adaptive grid scheme for optimal control problems in economics
- Vanishing viscosity solutions of nonlinear hyperbolic systems
- Viscosity Solutions of Hamilton-Jacobi Equations
- A numerical algorithm to calculate the unique feedback Nash equilibrium in a large scalar LQ differential game
- scientific article; zbMATH DE number 5283827 (Why is no real title available?)
- An Algorithmic Equilibrium Solution for n-Person Dynamic Stackelberg Difference Games with Open-Loop Information Pattern
- Multi-player nonzero-sum Nash differential game: variation and pseudo-spectral method
- The Computation of Approximate Generalized Feedback Nash Equilibria
- A computational stochastic dynamic model to assess the risk of breakup in a romantic relationship
This page was built for publication: An algorithm for solving a class of multiplayer feedback-Nash differential games
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2298053)
