Search results for "Dynamic games"

showing 3 items of 3 documents

Robust dynamic cooperative games

2009

Classical cooperative game theory is no longer a suitable tool for those situations where the values of coalitions are not known with certainty. Recent works address situations where the values of coalitions are modelled by random variables. In this work we still consider the values of coalitions as uncertain, but model them as unknown but bounded disturbances. We do not focus on solving a specific game, but rather consider a family of games described by a polyhedron: each point in the polyhedron is a vector of coalitions’ values and corresponds to a specific game. We consider a dynamic context where while we know with certainty the average value of each coalition on the long run, at each t…

Statistics and ProbabilityBondareva–Shapley theoremEconomics and EconometricsNon-cooperative gameComputer Science::Computer Science and Game TheoryMSC-91A12Sequential gameMSC-91A25Computer scienceCooperative games Dynamic games Joint replenishmentCombinatorial game theoryTheoryofComputation_GENERALCooperative game theoryMETIS-263773Computer Science::Multiagent SystemsMathematics (miscellaneous)Example of a game without a valueEWI-15215Repeated gameIR-62781Simultaneous gameStatistics Probability and UncertaintyMathematical economicsSocial Sciences (miscellaneous)International journal of game theory
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Noncooperative dynamic games for inventory applications: A consensus approach

2008

We focus on a finite horizon noncooperative dynamic game where the stage cost of a single player associated to a decision is a monotonically nonincreasing function of the total number of players making the same decision. For the single-stage version of the game, we characterize Nash equilibria and derive a consensus protocol that makes the players converge to the unique Pareto optimal Nash equilibrium. Such an equilibrium guarantees the interests of the players and is also social optimal in the set of Nash equilibria. For the multi-stage version of the game, we present an algorithm that converges to Nash equilibria, unfortunately not necessarily Pareto optimal. The algorithm returns a seque…

TheoryofComputation_MISCELLANEOUSDynamic gamesComputer Science::Computer Science and Game TheoryMathematical optimizationCorrelated equilibriumSequential gameConsensus ProtocolsComputer scienceA-priori; Consensus protocols; Dynamic games; Finite horizons; Inventory; Inventory systems; Joint decisions; Multi stages; Nash equilibrium; Pareto-optimal; Single stages; Unilateral improvementsSymmetric equilibriumOutcome (game theory)Joint decisionsNash equilibriumFinite horizonsMulti stagessymbols.namesakeBayesian gameSettore ING-INF/04 - AutomaticaPareto-optimalA-prioriCoordination gameFolk theoremPrice of stabilityRisk dominanceNon-credible threatConsensus Protocols Dynamic Programming Game Theory InventoryInventory systemsTraveler's dilemmaNormal-form gameStochastic gameInventoryComputingMilieux_PERSONALCOMPUTINGTheoryofComputation_GENERALMinimaxConsensus protocolsEquilibrium selectionNash equilibriumBest responseSingle stagesRepeated gamesymbolsEpsilon-equilibriumSettore MAT/09 - Ricerca OperativaSolution conceptDynamic Programming Game TheoryUnilateral improvementsMathematical economicsGame theoryConsensus Protocols; Dynamic Programming Game Theory; Inventory
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Dynamic Models of International Environmental Agreements: A Differential Game Approach

2012

This article provides a survey of dynamic models of international environmental agreements (IEAs). The focus is on environmental problems that are caused by a stock pollutant as are the cases of the acid rain and climate change. For this reason, the survey only reviews the literature that utilizes dynamic state-space games to analyze the formation of international agreements to control pollution. The survey considers both the cooperative approach and the noncooperative approach. In the case of the latter, the survey distinguishes between the models that assume binding agreements and those that assume the contrary. An evaluation of the state of the art is presented in the conclusions along w…

Economics and Econometricsjel:D62Control (management)jel:C73Climate changejel:H41Management Monitoring Policy and LawPublic goodEnvironmental economicsMicroeconomicsjel:Q50Dynamic modelsAccountingDifferential gameEconomicsFinanceExternalityExternalities; public goods; pollution; international environmental agreements; state-space dynamic games; differential games; cooperative and noncooperative games; trigger strategies
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