TY - JOUR

T1 - Iterative computation of nash equilibria in M-player games with partial weak coupling

AU - Basar, Tamer

AU - Srikant, R.

N1 - Funding Information:
Acknowledgement--This work was supported in part by the U.S. Department of Energy under Grant DE-FG-02-88-ER-13939.

PY - 1991

Y1 - 1991

N2 - We formulate two general classes of M-player deterministic and stochastic nonzero-sum games where the players can be placed into two groups such that there are strong interactions within each group and a weak interaction between the two groups. This weak interaction is characterized in terms of a small parameter ε which, when set equal to zero, leads to two independent nonzero-sum games. Under the Nash equilibrium solution concept both within and in between the groups, we study the merits of an iterative method for the construction of the equilibrium by solving simpler problems at each stage of the iteration. In this iterative scheme, the zero'th order solution is the Nash equilibrium of the two independent games obtained by setting ε = 0, whereas the higher-order solutions are Nash equilibria of quadratic games, even though the original problem may have non-quadratic cost functions.

AB - We formulate two general classes of M-player deterministic and stochastic nonzero-sum games where the players can be placed into two groups such that there are strong interactions within each group and a weak interaction between the two groups. This weak interaction is characterized in terms of a small parameter ε which, when set equal to zero, leads to two independent nonzero-sum games. Under the Nash equilibrium solution concept both within and in between the groups, we study the merits of an iterative method for the construction of the equilibrium by solving simpler problems at each stage of the iteration. In this iterative scheme, the zero'th order solution is the Nash equilibrium of the two independent games obtained by setting ε = 0, whereas the higher-order solutions are Nash equilibria of quadratic games, even though the original problem may have non-quadratic cost functions.

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U2 - 10.1007/bfb0040245

DO - 10.1007/bfb0040245

M3 - Conference article

AN - SCOPUS:0025794719

SN - 0170-8643

VL - 156

SP - 245

EP - 256

JO - Lecture Notes in Control and Information Sciences

JF - Lecture Notes in Control and Information Sciences

T2 - Proceedings of the 4th International Symposium on Differential Games and Applications

Y2 - 9 August 1990 through 10 August 1990

ER -