n人非零和随机跳跃微分对策中纳什平衡点的存在性

IF 2 4区计算机科学 Q3 AUTOMATION & CONTROL SYSTEMS

Optimal Control Applications & Methods Pub Date : 2007-10-29 DOI:10.1002/OCA.4660090408

B. Wernerfelt

{"title":"n人非零和随机跳跃微分对策中纳什平衡点的存在性","authors":"B. Wernerfelt","doi":"10.1002/OCA.4660090408","DOIUrl":null,"url":null,"abstract":"Using the technique of Wan and Davis, we give an existence theorem for a Nash equilibrium point in N-person non-zero sum stochastic jump differential games. It is shown that if the Nash condition (generalized Isaacs condition) holds there is a Nash equilibrium point in feedback strategies. We extend the results to other solution concepts and discuss applications and extensions.","PeriodicalId":54672,"journal":{"name":"Optimal Control Applications & Methods","volume":"9 1","pages":"449-456"},"PeriodicalIF":2.0000,"publicationDate":"2007-10-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1002/OCA.4660090408","citationCount":"0","resultStr":"{\"title\":\"On existence of a Nash equilibrium point in N-person non-zero sum stochastic jump differential games\",\"authors\":\"B. Wernerfelt\",\"doi\":\"10.1002/OCA.4660090408\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Using the technique of Wan and Davis, we give an existence theorem for a Nash equilibrium point in N-person non-zero sum stochastic jump differential games. It is shown that if the Nash condition (generalized Isaacs condition) holds there is a Nash equilibrium point in feedback strategies. We extend the results to other solution concepts and discuss applications and extensions.\",\"PeriodicalId\":54672,\"journal\":{\"name\":\"Optimal Control Applications & Methods\",\"volume\":\"9 1\",\"pages\":\"449-456\"},\"PeriodicalIF\":2.0000,\"publicationDate\":\"2007-10-29\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1002/OCA.4660090408\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Optimal Control Applications & Methods\",\"FirstCategoryId\":\"94\",\"ListUrlMain\":\"https://doi.org/10.1002/OCA.4660090408\",\"RegionNum\":4,\"RegionCategory\":\"计算机科学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"AUTOMATION & CONTROL SYSTEMS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Optimal Control Applications & Methods","FirstCategoryId":"94","ListUrlMain":"https://doi.org/10.1002/OCA.4660090408","RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"AUTOMATION & CONTROL SYSTEMS","Score":null,"Total":0}

引用次数: 0

摘要

利用Wan和Davis的技术，给出了n人非零和随机跳跃微分对策中纳什平衡点的存在性定理。证明了在纳什条件(广义艾萨克斯条件)成立的情况下，反馈策略存在纳什平衡点。我们将结果扩展到其他解决方案概念，并讨论应用程序和扩展。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

On existence of a Nash equilibrium point in N-person non-zero sum stochastic jump differential games

Using the technique of Wan and Davis, we give an existence theorem for a Nash equilibrium point in N-person non-zero sum stochastic jump differential games. It is shown that if the Nash condition (generalized Isaacs condition) holds there is a Nash equilibrium point in feedback strategies. We extend the results to other solution concepts and discuss applications and extensions.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Optimal Control Applications & Methods 工程技术-应用数学

CiteScore

3.90

自引率

11.10%

发文量

108

审稿时长

3 months

期刊介绍： Optimal Control Applications & Methods provides a forum for papers on the full range of optimal and optimization based control theory and related control design methods. The aim is to encourage new developments in control theory and design methodologies that will lead to real advances in control applications. Papers are also encouraged on the development, comparison and testing of computational algorithms for solving optimal control and optimization problems. The scope also includes papers on optimal estimation and filtering methods which have control related applications. Finally, it will provide a focus for interesting optimal control design studies and report real applications experience covering problems in implementation and robustness.