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A Report on NISOCSol: an Algorithm For Approximating Markovian Equlibria in Dynamic Games with Coupled-Constraints

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dc.contributor.author Krawczyk, Jacek B
dc.contributor.author Azzato, Jeffrey D
dc.date.accessioned 2008-09-08T21:33:08Z
dc.date.accessioned 2022-07-07T02:24:41Z
dc.date.available 2008-09-08T21:33:08Z
dc.date.available 2022-07-07T02:24:41Z
dc.date.copyright 2006
dc.date.issued 2006
dc.identifier.uri https://ir.wgtn.ac.nz/handle/123456789/19274
dc.description.abstract In this report, we outline a method for approximating a Markovian (or feedback-Nash) equilibrium of a dynamic game, possibly subject to coupled-constraints. We treat such a game as a "multiple" optimal control problem. A method for approximating a solution to a given optimal control problem via backward induction on Markov chains was developed in [Kra01]. A Markovian equilibrium may be obtained numerically by adapting this backward induction approach to a stage Nikaido-Isoda function (described in [KZ06]). en_NZ
dc.format pdf en_NZ
dc.language.iso en_NZ
dc.publisher Te Herenga Waka—Victoria University of Wellington en_NZ
dc.subject Nikaido-Isoda function en_NZ
dc.subject Computational economics en_NZ
dc.subject Dynamic games en_NZ
dc.subject Climate en_NZ
dc.subject Taxation en_NZ
dc.subject Water en_NZ
dc.subject Markov decision chains en_NZ
dc.subject Econometric software en_NZ
dc.subject Dynamic programming en_NZ
dc.subject Noncooperative games en_NZ
dc.subject Computational techniques en_NZ
dc.subject Applications of game theory en_NZ
dc.subject Environmental economics en_NZ
dc.title A Report on NISOCSol: an Algorithm For Approximating Markovian Equlibria in Dynamic Games with Coupled-Constraints en_NZ
dc.type Text en_NZ
vuwschema.contributor.unit School of Economics and Finance en_NZ
vuwschema.subject.anzsrcfor 149999 Economics not elsewhere classified en_NZ
vuwschema.subject.marsden 340202 Environmental and Resource Economics en_NZ
vuwschema.subject.marsden 280406 Mathematical Software en_NZ
vuwschema.subject.marsden 340299 Applied Economics n.e.c. en_NZ
vuwschema.type.vuw Working or Occasional Paper en_NZ
vuwschema.subject.anzsrcforV2 389999 Other economics not elsewhere classified en_NZ

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