On discounted stochastic games with incomplete information on payoffs and a security application

Name: On discounted stochastic games with incomplete information on payoffs and a security application
Author: Kardeş, Erim

İsim	On discounted stochastic games with incomplete information on payoffs and a security application
Yazar	Kardeş, Erim
Basım Tarihi:	2014-01
Basım Yeri	- Elsevier
Konu	Stochastic games, Robust optimization, Robust game theory, Security application
Tür	Süreli Yayın
Dil	İngilizce
Dijital	Evet
Yazma	Hayır
Kütüphane:	Özyeğin Üniversitesi
Demirbaş Numarası	0167-6377
Kayıt Numarası	3a1c20e4-d091-49d0-889e-2180d2332a75
Lokasyon	Industrial Engineering
Tarih	2014-01
Notlar	Due to copyright restrictions, the access to the full text of this article is only available via subscription.
Örnek Metin	This paper presents a robust optimization model for n-person finite state/action stochastic games with incomplete information on payoffs. For polytopic uncertainty sets, we propose an explicit mathematical programming formulation for an equilibrium calculation. It turns out that a global optimal of this mathematical program yields an equilibrium point and epsilon-equilibria can be calculated based on this result. We briefly describe an incomplete information version of a security application that can benefit from robust game theory.
DOI	10.1016/j.orl.2013.10.005
Cilt	42

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On discounted stochastic games with incomplete information on payoffs and a security application

Yazar Kardeş, Erim

Basım Tarihi 2014-01

Basım Yeri - Elsevier

Konu Stochastic games, Robust optimization, Robust game theory, Security application

Tür Süreli Yayın

Dil İngilizce

Dijital Evet

Yazma Hayır

Kütüphane Özyeğin Üniversitesi

Demirbaş Numarası 0167-6377

Kayıt Numarası 3a1c20e4-d091-49d0-889e-2180d2332a75

Lokasyon Industrial Engineering

Tarih 2014-01

Notlar Due to copyright restrictions, the access to the full text of this article is only available via subscription.

Örnek Metin This paper presents a robust optimization model for n-person finite state/action stochastic games with incomplete information on payoffs. For polytopic uncertainty sets, we propose an explicit mathematical programming formulation for an equilibrium calculation. It turns out that a global optimal of this mathematical program yields an equilibrium point and epsilon-equilibria can be calculated based on this result. We briefly describe an incomplete information version of a security application that can benefit from robust game theory.

DOI 10.1016/j.orl.2013.10.005

Cilt 42