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Stationary Markov Nash equilibria for Nonzero-Sum constrained ARAT Markov Games

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dc.contributor.authorDufour, François
dc.contributor.authorPrieto Rumeau, Tomás
dc.date.accessioned2024-11-08T09:03:03Z
dc.date.available2024-11-08T09:03:03Z
dc.date.issued2022
dc.description.abstractWe consider a nonzero-sum Markov game on an abstract measurable state space with compact metric action spaces. The goal of each player is to maximize his respective discounted payoff function under the condition that some constraints on a discounted payoff are satisfied. We are interested in the existence of a Nash or noncooperative equilibrium. Under suitable conditions, which include absolute continuity of the transitions with respect to some reference probability measure, additivity of the payoffs and the transition probabilities (ARAT condition), and continuity in action of the payoff functions and the density function of the transitions of the system, we establish the existence of a constrained stationary Markov Nash equilibrium, that is, the existence of stationary Markov strategies for each of the players yielding an optimal profile within the class of all history-dependent profiles.en
dc.description.versionversión final
dc.identifier.citationDufour, François and Prieto-Rumeau, Tomás, Stationary Markov Nash Equilibria for Nonzero-Sum Constrained ARAT Markov Games, SIAM Journal on Control and Optimization, Volume 60, Number 2, pp. 945-967 (2022). https://epubs.siam.org/doi/abs/10.1137/21M144565X https://doi.org/10.1137/21M144565X
dc.identifier.doihttps://epubs.siam.org/doi/10.1137/21M144565X
dc.identifier.issn0363-0129; e-ISSN: 1095-7138
dc.identifier.urihttps://hdl.handle.net/20.500.14468/24311
dc.journal.issue2
dc.journal.titleSIAM Journal on Control and Optimization
dc.journal.volume60
dc.language.isoen
dc.page.final967
dc.page.initial945
dc.publisherSociety for Industrial and Applied Mathematics
dc.relation.centerFacultades y escuelas::Facultad de Ciencias
dc.relation.departmentEstadística, Investigación Operativa y Cálculo Numérico
dc.rightsinfo:eu-repo/semantics/openAccess
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/deed.es
dc.subject12 Matemáticas
dc.subject12 Matemáticas::1209 Estadística
dc.subject53 Ciencias Económicas::5311 Organización y dirección de empresas ::5311.07 Investigación operativa
dc.subject.keywordsNash equilibriumen
dc.subject.keywordsnonzero-sum gamesen
dc.subject.keywordsconstrained gamesen
dc.subject.keywordsARAT gamesen
dc.titleStationary Markov Nash equilibria for Nonzero-Sum constrained ARAT Markov Gamesen
dc.typeartículoes
dc.typejournal articleen
dspace.entity.typePublication
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relation.isAuthorOfPublication.latestForDiscovery6f28d560-9dfd-4c43-ac89-b1064aedac5c
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