On the Computation of Equilibria in Discounted Stochastic Dynamic Games

1986 ◽  
pp. 64-87 ◽  
Author(s):  
Michèle Breton ◽  
Jerzy A. Filar ◽  
Alain Haurle ◽  
Todd A. Schultz
Keyword(s):  
Dynamic Games ◽  
Stochastic Dynamic ◽  
Computation Of Equilibria ◽  
Stochastic Dynamic Games

scholarly journals Stochastic Dynamic Games in Belief Space

2021 ◽  
pp. 1-16
Author(s):  
Wilko Schwarting ◽  
Alyssa Pierson ◽  
Sertac Karaman ◽  
Daniela Rus
Keyword(s):  
Dynamic Games ◽  
Stochastic Dynamic ◽  
Stochastic Dynamic Games

SUBGAME CONSISTENT SOLUTION FOR COOPERATIVE STOCHASTIC DYNAMIC GAMES WITH RANDOM HORIZON

2012 ◽  
Vol 14 (02) ◽  
pp. 1250012 ◽  
Author(s):  
DAVID W. K. YEUNG ◽  
LEON A. PETROSYAN
Keyword(s):  
Discrete Time ◽  
Dynamic Games ◽  
Bellman Equation ◽  
Stochastic Dynamic ◽  
Cooperative Solution ◽  
Optimal Behavior ◽  
Random Horizon ◽  
Consistent Solution ◽  
First Time ◽  
Stochastic Dynamic Games

In cooperative stochastic dynamic games a stringent condition — that of subgame consistency — is required for a dynamically stable cooperative solution. In particular, a cooperative solution is subgame consistent if an extension of the solution policy to a subgame starting at a later time with a state brought about by prior optimal behavior would remain optimal. This paper extends subgame consistent solutions to cooperative stochastic dynamic (discrete-time) games with random horizon. In the analysis new forms of the stochastic Bellman equation and the stochastic Isaacs–Bellman equation in discrete time are derived. Subgame consistent cooperative solutions are obtained for stochastic dynamic games. Analytically tractable payoff distribution mechanisms which lead to the realization of these solutions are developed. This is the first time that subgame consistent solutions for cooperative stochastic dynamic games with random horizon are presented.

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