Computing the Lp-strong nash equilibrium looking for cooperative stability in multiple agents markov games

Título traducido de la contribución: Cálculo del equilibrio Lp-nash fuerte en busca de estabilidad cooperativa en juegos de markov de agentes múltiples

Krital K. Trejo, Julio B. Clempner, Alexander S. Poznyak

Producción científica: Capítulo del libro/informe/acta de congresoContribución a la conferenciarevisión exhaustiva

3 Citas (Scopus)

Resumen

The notion of collaboration implies that related agents interact with each other looking for cooperative stability. This notion consents agents to select optimal strategies and to condition their own behavior on the behavior of others in a strategic forward looking manner. In game theory the collective stability is a special case of the Nash equilibrium called strong Nash equilibrium. In this paper we present a novel method for computing the Strong Lp-Nash equilibrium in case of a metric state space for a class of time-discrete ergodic controllable Markov chains games. We first present a general solution for the Lp-norm for computing the Strong Lp-Nash equilibrium and then, we suggest an explicit solution involving the norms L1 and L2. For solving the problem we use the extraproximal method. We employ the Tikhonov's regularization method to ensure the convergence of the cost-functions to a unique equilibrium point. The method converges in exponential time to a unique Strong Lp-Nash equilibrium. A game theory example illustrates the main results.

Título traducido de la contribuciónCálculo del equilibrio Lp-nash fuerte en busca de estabilidad cooperativa en juegos de markov de agentes múltiples
Idioma originalInglés
Título de la publicación alojada2015 12th International Conference on Electrical Engineering, Computing Science and Automatic Control, CCE 2015
EditorialInstitute of Electrical and Electronics Engineers Inc.
ISBN (versión digital)9781467378390
DOI
EstadoPublicada - 14 dic. 2015
Evento12th International Conference on Electrical Engineering, Computing Science and Automatic Control, CCE 2015 - Mexico City, México
Duración: 26 oct. 201530 oct. 2015

Serie de la publicación

Nombre2015 12th International Conference on Electrical Engineering, Computing Science and Automatic Control, CCE 2015

Conferencia

Conferencia12th International Conference on Electrical Engineering, Computing Science and Automatic Control, CCE 2015
País/TerritorioMéxico
CiudadMexico City
Período26/10/1530/10/15

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