On the computation of large sets of rewards in ETP-ESP-games with communicating states

Reinoud Joosten, L. Samuel

Research output: Working paper

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Abstract

Games with endogenous transition probabilities and endogenous stage payoffs (or ETP-ESP-games) are stochastic games in which both the transition probabilities and the payo¤s at any stage are continuous functions of the relative frequencies of all action combinations chosen in the past.
We present methods to compute large sets of jointly-convergent pure-strategy rewards in ETP-ESP-games with communicating states. Such sets are useful in determining feasible rewards in a game. They are also instrumental in obtaining the set of (Nash) equilibrium rewards.
Original languageEnglish
Place of PublicationEnschede
PublisherUniversity of Twente
Number of pages28
Publication statusPublished - 20 Jun 2017

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Reward
Transition probability
Stochastic games
Nash equilibrium
Pure strategies

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Joosten, Reinoud ; Samuel, L. / On the computation of large sets of rewards in ETP-ESP-games with communicating states. Enschede : University of Twente, 2017.
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Joosten, R & Samuel, L 2017 'On the computation of large sets of rewards in ETP-ESP-games with communicating states' University of Twente, Enschede.

On the computation of large sets of rewards in ETP-ESP-games with communicating states. / Joosten, Reinoud; Samuel, L.

Enschede : University of Twente, 2017.

Research output: Working paper

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N2 - Games with endogenous transition probabilities and endogenous stage payoffs (or ETP-ESP-games) are stochastic games in which both the transition probabilities and the payo¤s at any stage are continuous functions of the relative frequencies of all action combinations chosen in the past.We present methods to compute large sets of jointly-convergent pure-strategy rewards in ETP-ESP-games with communicating states. Such sets are useful in determining feasible rewards in a game. They are also instrumental in obtaining the set of (Nash) equilibrium rewards.

AB - Games with endogenous transition probabilities and endogenous stage payoffs (or ETP-ESP-games) are stochastic games in which both the transition probabilities and the payo¤s at any stage are continuous functions of the relative frequencies of all action combinations chosen in the past.We present methods to compute large sets of jointly-convergent pure-strategy rewards in ETP-ESP-games with communicating states. Such sets are useful in determining feasible rewards in a game. They are also instrumental in obtaining the set of (Nash) equilibrium rewards.

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Joosten R, Samuel L. On the computation of large sets of rewards in ETP-ESP-games with communicating states. Enschede: University of Twente. 2017 Jun 20.