DocumentCode
3109697
Title
Concepts of forecast horizons in stochastic dynamic games
Author
Sethi, Suresh ; Sorger, Gerhard
Author_Institution
Fac. of Manage., Toronto Univ., Ont., Canada
fYear
1989
fDate
13-15 Dec 1989
Firstpage
195
Abstract
The concept of a forecast horizon for a given player with respect to the set of equilibria in an abstract dynamic game is defined. Consideration is then given to the case of a stochastic dynamic game with memoryless perfect state information and the Nash equilibrium concept. Sufficient conditions for the existence of forecast horizons are derived for this case, and it is shown that these conditions are satisfied if every Nash equilibrium for the infinite horizon game has the same first-period decision for the given player
Keywords
game theory; Nash equilibrium; forecast horizons; game theory; infinite horizon game; memoryless perfect state information; stochastic dynamic games; Costs; Infinite horizon; Nash equilibrium; Stochastic processes; Sufficient conditions;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1989., Proceedings of the 28th IEEE Conference on
Conference_Location
Tampa, FL
Type
conf
DOI
10.1109/CDC.1989.70101
Filename
70101
Link To Document