Dynamic stochastic games with asymmetric information

2012 ◽  
Author(s):  
Ashutosh Nayyar ◽  
Tamer Basar
Keyword(s):  
Asymmetric Information ◽  
Stochastic Games ◽  
Dynamic Stochastic

Security investment of interdependent and identical CPSs: Stochastic games with asymmetric information

2021 ◽  
Author(s):  
Wei Xing ◽  
Congli Mei ◽  
Le Liu ◽  
Dong Guo ◽  
Abdulhameed F. Alkhateeb ◽  
...  
Keyword(s):  
Asymmetric Information ◽  
Stochastic Games ◽  
Security Investment

Dynamic stochastic games with random moves

2018 ◽  
Vol 17 (1) ◽  
pp. 59-79 ◽  
Author(s):  
Ulrich Doraszelski ◽  
Kenneth L. Judd
Keyword(s):  
Stochastic Games ◽  
Dynamic Stochastic

DYNAMIC STOCHASTIC GAMES OF RESOURCE ALLOCATION BETWEEN PRODUCTION AND CONSUMPTION

1999 ◽  
Vol 01 (02) ◽  
pp. 149-158 ◽  
Author(s):  
VICTOR DOMANSKY
Keyword(s):  
Resource Allocation ◽  
Nash Equilibria ◽  
Stochastic Games ◽  
Public Utility ◽  
Production Functions ◽  
Multistage Processes ◽  
Production And Consumption ◽  
Dynamic Stochastic

Controlled by several agents, multistage processes of resource allocation between production and consumption with random production functions are considered as non-cooperative dynamic stochastic games. For these games, the Nash Equilibria are constructed satisfying the criteria of maximisation of some kind of "public utility". Both finite and infinite horizons of planning are examined.

scholarly journals A User's Guide to Solving Dynamic Stochastic Games Using the Homotopy Method

2008 ◽  
Author(s):  
Ron N. Borkovsky ◽  
Ulrich Doraszelski ◽  
Yaroslav (Steve) Kryukov
Keyword(s):  
Stochastic Games ◽  
Homotopy Method ◽  
Dynamic Stochastic
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