کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1142518 957154 2014 5 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On discounted stochastic games with incomplete information on payoffs and a security application
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات گسسته و ترکیبات
پیش نمایش صفحه اول مقاله
On discounted stochastic games with incomplete information on payoffs and a security application
چکیده انگلیسی

This paper presents a robust optimization model for nn-person finite state/action stochastic games with incomplete information on payoffs. For polytopic uncertainty sets, we propose an explicit mathematical programming formulation for an equilibrium calculation. It turns out that a global optimal of this mathematical program yields an equilibrium point and epsilon-equilibria can be calculated based on this result. We briefly describe an incomplete information version of a security application that can benefit from robust game theory.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Operations Research Letters - Volume 42, Issue 1, January 2014, Pages 7–11
نویسندگان
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