Sequential decomposition and policy iteration schemes for \(M\)-player games with partial weak coupling

DOI10.1016/0005-1098(92)90010-DzbMath0751.90095OpenAlexW2069967495MaRDI QIDQ1190505

S. Singh

Publication date: 26 September 1992

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(92)90010-d

zbMATH Keywords

Nash equilibriumpolicy iterationweak couplingrelaxation techniquesiterative computation

Mathematics Subject Classification ID

Noncooperative games (91A10) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Probabilistic games; gambling (91A60)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Distributed algorithms for the computation of noncooperative equilibria
• Relaxation techniques and asynchronous algorithms for on-line computation of non-cooperative equilibria
• Dynamic noncooperative game theory
• Singularly perturbed and weakly coupled linear control systems. A recursive approach
• A series solution to the Nash strategy for large scale interconnected systems
• Iterative computation of noncooperative equilibria in nonzero-sum differential games with weakly coupled players
• Equilibrium solutions in two-person quadratic decision problems with static information structures
• Equilibrium solutions in static decision problems with random coefficients in the quadratic cost
• Two-criteria LQG decision problems with one-step delay observation sharing pattern

This page was built for publication: Sequential decomposition and policy iteration schemes for \(M\)-player games with partial weak coupling