Computing the strong Nash equilibrium for Markov chains games.
Julio B. ClempnerAlexander S. PoznyakPublished in: Appl. Math. Comput. (2015)
Keyphrases
- nash equilibrium
- markov chain
- game theory
- nash equilibria
- game theoretic
- finite state
- transition probabilities
- mixed strategy
- fictitious play
- solution concepts
- monte carlo
- variational inequalities
- pure strategy
- markov processes
- markov model
- stationary distribution
- probabilistic automata
- random walk
- stochastic process
- regret minimization
- stochastic games
- transition matrix
- worst case
- stackelberg game
- state space
- repeated games
- pure nash equilibria
- general sum games
- equilibrium strategies
- incomplete information
- profit maximizing
- imperfect information
- cooperative games
- average reward
- non stationary
- pure nash equilibrium
- computational complexity