Publication: Approximating solutions for nonlinear d...
Master data
Title: | Approximating solutions for nonlinear dynamic tracking games (Printversion) |
Subtitle: | |
Abstract: | This paper presents the OPTGAME algorithm developed to iteratively approximate equilibrium solutions of 'tracking games', i.e. discrete-time nonzero-sum dynamic games with a finite number of players who face quadratic objective functions. Such a tracking game describes the behavior of decision makers who act upon a nonlinear discrete-time dynamical system, and who aim at minimizing the deviations from individually desirable paths of multiple states over a joint finite planning horizon. Among the noncooperative solution concepts, the OPTGAME algorithm approximates feedback Nash and Stackelberg equilibrium solutions, and the open-loop Nash solution, and the cooperative Pareto-optimal solution. |
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Publication type: | Article in journal (Authorship) |
Publication date: | 03.2015 (Print) |
Published by: |
Computational Economics
Computational Economics
(
Springer Verlag GmbH;
)
to publication |
Title of the series: | - |
Volume number: | 45 |
Issue: | 3 |
First publication: | No |
Edition: | 1 |
Version: | - |
Page: | pp. 407 - 433 |
Total number of pages: | 27 pp. |
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Keine Version vorhanden |
Publication date: | |
ISBN (e-book): | - |
eISSN: | - |
DOI: | http://dx.doi.org/10.1007/s10614-014-9420-4 |
Homepage: | - |
Open access |
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Publication date: | 03.2015 |
ISBN: | - |
ISSN: | 1572-9974 |
Homepage: | http://link.springer.com/article/10.1007/s10614-014-9420-4 |
Authors
Assignment
Organisation | Address | ||||
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Fakultät für Wirtschafts- und Rechtswissenschaften
Institut für Volkswirtschaftslehre
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AT - A-9020 Klagenfurt |
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Fakultät für Wirtschafts- und Rechtswissenschaften
Institut für Unternehmensführung Abteilung für Controlling und Strategische Unternehmensführung
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AT - 9020 Klagenfurt |
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