Linear-quadratic discrete-time dynamic potential games
Matematičeskaâ teoriâ igr i eë priloženiâ, Tome 9 (2017) no. 1, pp. 95-107.

Voir la notice de l'article provenant de la source Math-Net.Ru

Discrete-time game-theoretic models of resource exploitation are treated as dynamic potential games. The players (countries or firms) exploit a common stock on the infinite time horizon. The main aim of the paper is to obtain a potential for the linear-quadratic games of this type. The class of games where a potential can be constructed as a quadratic form is identified. As an example, the dynamic game of bioresource management is considered and the potentials are constructed in the case of symmetric and asymmetric players.
Keywords: dynamic game, potential, bioresource management problem.
@article{MGTA_2017_9_1_a4,
     author = {Vladimir V. Mazalov and Anna N. Rettieva and Konstantin E. Avrachenkov},
     title = {Linear-quadratic discrete-time dynamic potential games},
     journal = {Matemati\v{c}eska\^a teori\^a igr i e\"e prilo\v{z}eni\^a},
     pages = {95--107},
     publisher = {mathdoc},
     volume = {9},
     number = {1},
     year = {2017},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MGTA_2017_9_1_a4/}
}
TY  - JOUR
AU  - Vladimir V. Mazalov
AU  - Anna N. Rettieva
AU  - Konstantin E. Avrachenkov
TI  - Linear-quadratic discrete-time dynamic potential games
JO  - Matematičeskaâ teoriâ igr i eë priloženiâ
PY  - 2017
SP  - 95
EP  - 107
VL  - 9
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/MGTA_2017_9_1_a4/
LA  - ru
ID  - MGTA_2017_9_1_a4
ER  - 
%0 Journal Article
%A Vladimir V. Mazalov
%A Anna N. Rettieva
%A Konstantin E. Avrachenkov
%T Linear-quadratic discrete-time dynamic potential games
%J Matematičeskaâ teoriâ igr i eë priloženiâ
%D 2017
%P 95-107
%V 9
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/MGTA_2017_9_1_a4/
%G ru
%F MGTA_2017_9_1_a4
Vladimir V. Mazalov; Anna N. Rettieva; Konstantin E. Avrachenkov. Linear-quadratic discrete-time dynamic potential games. Matematičeskaâ teoriâ igr i eë priloženiâ, Tome 9 (2017) no. 1, pp. 95-107. http://geodesic.mathdoc.fr/item/MGTA_2017_9_1_a4/

[1] Rettieva A. N., “Diskretnaya zadacha upravleniya bioresursami s asimmetrichnymi igrokami”, Matematicheskaya teoriya igr i ee prilozheniya, 4:4 (2012), 63–72

[2] Basar T., Olsder G. J., Dynamic noncooperative game theory, Academic Press, NY, 1982 | MR | Zbl

[3] Dechert W. D., “Optimal control problems from second order difference equations”, J. Econ. Theory, 19 (1978), 50–63 | DOI | MR | Zbl

[4] Dechert W. D., Noncooperative dynamic games: a control theoretic approach, University of Houston, 1997

[5] Dragone D., Lambertini L., Leitmann G., Palestini A., “Hamilton potential functions for differential games”, Proceeding of IFAC CAO (2009), v. 9

[6] Gonzalez-Sanchez D., Hernandez-Lerma O., “Dynamic potential games: The discrete-time stochastic case”, Dynamic Games and Applications, 4:3 (2014), 309–328 | DOI | MR | Zbl

[7] Gonzalez-Sanchez D., Hernandez-Lerma O., Discrete-time stochastic control and dynamic potential games: the Euler-Equation approach, Springer Science Business Media, 2013 | MR | Zbl

[8] Monderer D., Shapley L. S., “Potential games”, Games and Economic Behavior, 14 (1996), 124–143 | DOI | MR | Zbl

[9] Zazo S., Macua S. V., Sanchez-Fernandes M., Zazo J., “Dynamic potential games with constraints: fundamentals and applications in communications”, IEEE Transactions on Signal Processing, 64:14 (2015) | MR