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Computing the Stackelberg/Nash Equilibria Using the Extraproximal Method: Convergence Analysis and Implementation Details for Markov Chains Games.

Kristal K. TrejoJulio B. ClempnerAlexander S. Poznyak
Published in: Int. J. Appl. Math. Comput. Sci. (2015)
Keyphrases
  • finite state
  • markov chain
  • nash equilibria
  • implementation details
  • convergence analysis
  • state space
  • transition probabilities
  • search algorithm
  • cost function
  • dynamic programming
  • convergence rate