1. Deterministic Markov Nash equilibria for potential discrete-time stochastic games
- Creator:
- Fonseca-Morales, Alejandra
- Format:
- bez média and svazek
- Type:
- model:article and TEXT
- Subject:
- stochastic games, optimal control, potential approach, and dynamic programming
- Language:
- English
- Description:
- In this paper, we study the problem of finding deterministic (also known as feedback or closed-loop) Markov Nash equilibria for a class of discrete-time stochastic games. In order to establish our results, we develop a potential game approach based on the dynamic programming technique. The identified potential stochastic games have Borel state and action spaces and possibly unbounded nondifferentiable cost-per-stage functions. In particular, the team (or coordination) stochastic games and the stochastic games with an action independent transition law are covered.
- Rights:
- http://creativecommons.org/licenses/by-nc-sa/4.0/ and policy:public