Markov perfect equilibrium existence for a class of undiscounted infinite-horizon dynamic games

被引：1
|
作者：
Garcia, A [1 ]
Smith, RL
机构：
[1] Brattle Grp, Washington, DC USA
[2] Univ Michigan, Dept Ind & Operat Engn, Ann Arbor, MI USA
来源：
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2000年 / 106卷 / 02期
基金：
美国国家科学基金会;
关键词：
dynamic games; infinite horizon; average reward; alternating moves;
D O I：
10.1023/A:1004663800322
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
We prove the existence of Markov perfect equilibria (MPE) for nonstationary undiscounted infinite-horizon dynamic games with alternating moves. A suitable finite-horizon equilibrium relaxation, the ending state constrained MPE, captures the relevant features of an infinite-horizon MPE for a long enough horizon, under a uniformly bounded reachability assumption.
引用
收藏
页码：421 / 429
页数：9
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