Stochastic Dynamic Games with Various Types of Information

被引：6

作者：

Golubtsov, P. V. ^{[1
]}

Lyubetsky, V. A. ^{[2
]}

机构：

[1] Moscow MV Lomonosov State Univ, Moscow 117234, Russia

[2] RAS, Inst Informat Transmiss Problems, Moscow, Russia

来源：

PROBLEMS OF INFORMATION TRANSMISSION | 2003年 / 39卷 / 03期

关键词：

Computer Simulation; Nash Equilibrium; Dynamic Programming; Information Structure; Control Technique;

D O I：

10.1023/A:1026114615609

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

Dynamic discrete-time games are generalized to a stochastic environment, in order to examine the influence of various types of information structures on the course of a game. It is shown that the information structure of a game, i.e., type and amount of information available to players and, in particular, asymmetry of information, may lead to unexpected and sometimes counter-intuitive effects on the game result, i.e., the players' payoffs. The paper also develops algorithms for obtaining the Nash equilibrium strategies in such games. These involve reducing optimal reaction policies to the corresponding dynamic programming algorithms and generalizing the classical optimal control technique. Results of computer simulations for a variant of fishery harvesting game are presented.

引用

页码：266 / 293

页数：28