Equilibrium solutions in sequential stochastic games
- 1 August 1977
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 22 (4) , 624-627
- https://doi.org/10.1109/tac.1977.1101573
Abstract
Closed-loop equilibrium solutions in generalized dynamic decision problems with uncertainty are difficult to obtain. In cases where the order of the various decisions has a sequential pattern, the equilibrium problem can be formulated in a standard form. This form leads to obtaining necessary conditions similar to the maximum principle of optimal control theory, and constructive sufficient conditions related to dynamic programming, which characterize the equilibrium solutions.Keywords
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