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

DOI10.1515/amcs-2015-0026zbMath1406.91023OpenAlexW1119482115MaRDI QIDQ747493

Kristal K. Trejo, Alexander S. Poznyak, Julio B. Clempner

Publication date: 16 October 2015

Published in: International Journal of Applied Mathematics and Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/amcs-2015-0026

zbMATH Keywords

convergence analysisMarkov chainsimplementationStackelberg gamesextraproximal method

Mathematics Subject Classification ID

Hierarchical games (including Stackelberg games) (91A65) Quadratic programming (90C20) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Stochastic games, stochastic differential games (91A15) Special types of economic markets (including Cournot, Bertrand) (91B54)

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Cites Work

• On \(\varepsilon\)-equilibrium point in a noncooperative \(n\)-person game
• Convergence method, properties and computational complexity for Lyapunov games
• A fuzzy approach to option pricing in a Levy process setting
• Nash equilibrium design and price-based coordination in hierarchical systems
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