Krawczyk, Jacek BAzzato, Jeffrey D2008-09-082022-07-072008-09-082022-07-0720062006https://ir.wgtn.ac.nz/handle/123456789/19274In 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]).pdfen-NZNikaido-Isoda functionComputational economicsDynamic gamesClimateTaxationWaterMarkov decision chainsEconometric softwareDynamic programmingNoncooperative gamesComputational techniquesApplications of game theoryEnvironmental economicsText