Numerical solution of stochastic Nash games with state-dependent noise for weakly coupled large-scale systems
DOI10.1016/J.AMC.2007.08.019zbMATH Open1136.91324OpenAlexW2057131434MaRDI QIDQ2479261FDOQ2479261
Authors: Muneomi Sagara, Hiroaki Mukaidani, Toru Yamamoto 
Publication date: 26 March 2008
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: http://ir.lib.hiroshima-u.ac.jp/files/public/2/26408/20141016154153238963/AMC_197_844.pdf
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Cites Work
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- Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls
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- A method for finding sharp error bounds for Newton's method under the Kantorovich assumptions
- A Numerical Analysis of the Nash Strategy for Weakly Coupled Large-Scale Systems
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- Asymptotic solutions to weakly coupled stochastic teams with nonclassical information
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- Numerical computation of sign-indefinite linear quadratic differential games for weakly coupled large-scale systems
Cited In (14)
- Numerical computation of sign-indefinite linear quadratic differential games for weakly coupled large-scale systems
- Pareto Optimal Strategy for Stochastic Weakly Coupled Large Scale Systems With State Dependent System Noise
- An iterative algorithm to solve state-perturbed stochastic algebraic Riccati equations in LQ zero-sum games
- Soft-constrained stochastic Nash games for weakly coupled large-scale systems
- Incentive Stackelberg games for stochastic systems
- The Cournot game under a fuzzy decision environment
- Title not available (Why is that?)
- Accelerated iterations for finding the soft-constrained stochastic Nash games equilibrium
- Improved methods to solve the stochastic Nash games for weakly coupled large-scale systems iteratively
- Infinite horizon linear quadratic stochastic Nash differential games of Markov jump linear systems with its application
- A Numerical Analysis of the Nash Strategy for Weakly Coupled Large-Scale Systems
- The Cournot production game with multiple firms under an ambiguous decision environment
- Near-optimal control for multiparameter singularly perturbed stochastic systems
- Equilibrium in stochastic Nash games with state-dependent noise via Lyapunov type iterations
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