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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.authorKrawczyk, Jacek B
dc.contributor.authorAzzato, Jeffrey D
dc.date.accessioned2008-09-08T21:33:08Z
dc.date.accessioned2022-07-07T02:24:41Z
dc.date.available2008-09-08T21:33:08Z
dc.date.available2022-07-07T02:24:41Z
dc.date.copyright2006
dc.date.issued2006
dc.description.abstractIn 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.formatpdfen_NZ
dc.identifier.urihttps://ir.wgtn.ac.nz/handle/123456789/19274
dc.language.isoen_NZ
dc.publisherTe Herenga Waka—Victoria University of Wellingtonen_NZ
dc.subjectNikaido-Isoda functionen_NZ
dc.subjectComputational economicsen_NZ
dc.subjectDynamic gamesen_NZ
dc.subjectClimateen_NZ
dc.subjectTaxationen_NZ
dc.subjectWateren_NZ
dc.subjectMarkov decision chainsen_NZ
dc.subjectEconometric softwareen_NZ
dc.subjectDynamic programmingen_NZ
dc.subjectNoncooperative gamesen_NZ
dc.subjectComputational techniquesen_NZ
dc.subjectApplications of game theoryen_NZ
dc.subjectEnvironmental economicsen_NZ
dc.titleA Report on NISOCSol: an Algorithm For Approximating Markovian Equlibria in Dynamic Games with Coupled-Constraintsen_NZ
dc.typeTexten_NZ
vuwschema.contributor.unitSchool of Economics and Financeen_NZ
vuwschema.subject.anzsrcfor149999 Economics not elsewhere classifieden_NZ
vuwschema.subject.anzsrcforV2389999 Other economics not elsewhere classifieden_NZ
vuwschema.subject.marsden340202 Environmental and Resource Economicsen_NZ
vuwschema.subject.marsden280406 Mathematical Softwareen_NZ
vuwschema.subject.marsden340299 Applied Economics n.e.c.en_NZ
vuwschema.type.vuwWorking or Occasional Paperen_NZ

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