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

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Abstract

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.

Original languageEnglish (US)
Pages (from-to)245-256
Number of pages12
JournalLecture Notes in Control and Information Sciences
Volume156
StatePublished - Jan 1 1991
EventProceedings of the 4th International Symposium on Differential Games and Applications - Helsinki, Finl
Duration: Aug 9 1990Aug 10 1990

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ASJC Scopus subject areas

  • Library and Information Sciences

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