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Probl. Peredachi Inf., 2003, Volume 39, Issue 3, Pages 40–71 (Mi ppi307)  

This article is cited in 6 scientific papers (total in 6 papers)

Large Systems

Stochastic Dynamical Games with Information of Various Types

P. V. Golubtsova, V. A. Lyubetskiib

a M. V. Lomonosov Moscow State University
b Institute for Information Transmission Problems, Russian Academy of Sciences

Abstract: Dynamic discrete-time games are generalized to a stochastic environment, in order to examine the influence of various types of information structures on the course of a game. It is shown that the information structure of a game, i.e., type and amount of information available to players and, in particular, asymmetry of information, may lead to unexpected and sometimes counter-intuitive effects on the game result, i.e., the players' payoffs. The paper also develops algorithms for obtaining the Nash equilibrium strategies in such games. These involve reducing optimal reaction policies to the corresponding dynamic programming algorithms and generalizing the classical optimal control technique. Results of computer simulations for a variant of fishery harvesting game are presented.

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English version:
Problems of Information Transmission, 2003, 39:3, 266–293

Bibliographic databases:

UDC: 621.391.1
Received: 29.04.2002

Citation: P. V. Golubtsov, V. A. Lyubetskii, “Stochastic Dynamical Games with Information of Various Types”, Probl. Peredachi Inf., 39:3 (2003), 40–71; Problems Inform. Transmission, 39:3 (2003), 266–293

Citation in format AMSBIB
\by P.~V.~Golubtsov, V.~A.~Lyubetskii
\paper Stochastic Dynamical Games with Information of Various Types
\jour Probl. Peredachi Inf.
\yr 2003
\vol 39
\issue 3
\pages 40--71
\jour Problems Inform. Transmission
\yr 2003
\vol 39
\issue 3
\pages 266--293

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    This publication is cited in the following articles:
    1. Ganji A., Khalili D., Karamouz M., “Development of stochastic dynamic Nash game model for reservoir operation. I. The symmetric stochastic model with perfect information”, Advances in Water Resources, 30:3 (2007), 528–542  crossref  adsnasa  isi
    2. Ganji A., Karamouz M., Khalili D., “Development of stochastic dynamic Nash game model for reservoir operation. II. The value of players' information availability and cooperative behaviors”, Advances in Water Resources, 30:1 (2007), 157–168  crossref  adsnasa  isi
    3. De Cesare L., Di Liddo A., “Optimal marketing decision in a duopoly: A stochastic approach”, Math Everywhere: Deterministic and Stochastic Modelling in Biomedicine, Economics and Industry, 2007, 325–334  mathscinet  zmath  isi
    4. Ganji A., Khalili D., Karamouz M., Ponnambalam K., Javan M., “A fuzzy stochastic dynamic Nash game analysis of policies for managing water allocation in a reservoir system”, Water Resources Management, 22:1 (2008), 51–66  crossref  isi
    5. Homayounfar M., Ganji A., Martinez C.J., “A Novel Solution for Stochastic Dynamic Game of Water Allocation from a Reservoir Using Collocation Method”, Water Resources Management, 25:13 (2011), 3427–3444  crossref  isi
    6. Homayounfar M., Lai S.H., Zommorodian M., Oroji A., Ganji A., Kaviani S., “Developing a Non-Discrete Dynamic Game Model and Corresponding Monthly Collocation Solution Considering Variability in Reservoir Inflow”, Water Resour. Manag., 29:8 (2015), 2599–2618  crossref  isi
  • Проблемы передачи информации Problems of Information Transmission
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