N player Nash cumulant games

被引：0
|
作者：
Diersing, Ronald W. [1 ]
Sain, Michael K. [2 ]
Won, Chang-Hee [3 ]
机构：
[1] Univ So Indiana, Dept Engn, 8600 Univ Blvd, Evansville, IN 47712 USA
[2] Univ Notre Dame, Dept Elect Engn, Notre Dame, IN 46556 USA
[3] Temple Univ, Dept Elect Engn, Philadelphia, PA 19122 USA
来源：
2008 AMERICAN CONTROL CONFERENCE, VOLS 1-12 | 2008年
关键词：
D O I：
10.1109/ACC.2008.4587290
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In stochastic game theory, the mean of a player's cost function has played a prominent role as a performance index. However, the mean is just one of many other cumulants. In fact, it is the first cumulant, with the second being the variance. The objective of this paper is to begin an N-player, higher order cumulant, stochastic differential Nash game. The problem is defined for a class of nonlinear systems with non-quadratic costs. Then sufficient conditions for the equilibrium solutions are developed. Lastly, for the case of linear systems with quadratic cost functions, the equilibrium solutions are determined with coupled Riccati equations.
引用
收藏
页码：5023 / +
页数：2
相关论文
共 50 条
  • [1] Nash and minimax bi-cumulant games
    Diersing, Ronald W.
    Sain, Michael K.
    [J]. PROCEEDINGS OF THE 45TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-14, 2006, : 2571 - +
  • [2] NASH EQUILIBRIA OF N-PLAYER REPEATED GAMES WITH SEMISTANDARD INFORMATION
    LEHRER, E
    [J]. INTERNATIONAL JOURNAL OF GAME THEORY, 1990, 19 (02) : 191 - 217
  • [3] N-Player Statistical Nash Game Control: m-th Cost Cumulant Optimization
    Aduba, Chukwuemeka
    Won, Chang-Hee
    [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2016, 61 (09) : 2688 - 2694
  • [4] An Online Integral Reinforcement Learning Algorithm to Solve N-Player Nash Games
    Vamvoudakis, Kyriakos G.
    Lewis, Frank L.
    [J]. 2012 IEEE MULTI-CONFERENCE ON SYSTEMS AND CONTROL (2012 IEEE MSC), 2012, : 697 - 702
  • [5] Linear Solvers for Nonlinear Games: Using Pivoting Algorithms to Find Nash Equilibria in n-Player Games
    Wright, James R.
    Jiang, Albert Xin
    Leyton-Brown, Kevin
    [J]. ACM SIGECOM EXCHANGES, 2011, 10 (01) : 9 - 12
  • [6] Enumeration of Nash equilibria for two-player games
    David Avis
    Gabriel D. Rosenberg
    Rahul Savani
    Bernhard von Stengel
    [J]. Economic Theory, 2010, 42 : 9 - 37
  • [7] Approximate nash equilibria for multi-player games
    Hemon, Sbastien
    de Rougemont, Michel
    Santha, Miklos
    [J]. ALGORITHMIC GAME THEORY, PROCEEDINGS, 2008, 4997 : 267 - 278
  • [8] Discrete-time, Bi-cumulant minimax and Nash games
    Diersing, Ronald W.
    Sain, Michael K.
    Won, Chang-Hee
    [J]. PROCEEDINGS OF THE 46TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-14, 2007, : 4239 - +
  • [9] Enumeration of Nash equilibria for two-player games
    Avis, David
    Rosenberg, Gabriel D.
    Savani, Rahul
    von Stengel, Bernhard
    [J]. ECONOMIC THEORY, 2010, 42 (01) : 9 - 37
  • [10] Nash Equilibria Detection for Multi-Player Games
    Lung, Rodica Ioana
    Mihoc, Tudor Dan
    Dumitrescu, D.
    [J]. 2010 IEEE CONGRESS ON EVOLUTIONARY COMPUTATION (CEC), 2010,
12345