Oblivious equilibrium: An approximation to large population dynamic games with concave utility

Proceedings of the 2009 International Conference on Game Theory for Networks, GameNets '09

Volumn , Issue , 2009, Pages 68-69

  Adlakha, Sachin ^a   Johari, Ramesh ^a   Weintraub, Gabriel ^b   Goldsmith, Andrea ^a  

^a Stanford University   (United States)

^b Stanford University ^*  (United States)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATE SOLUTION; AVERAGE BEHAVIOR; CURSE OF DIMENSIONALITY; DYNAMIC GAME; LARGE POPULATION; MARKOV PERFECT EQUILIBRIUM; PAYOFF FUNCTION; STANDARD SOLUTIONS; STOCHASTIC GAME; SYSTEM DYNAMICS;

SET THEORY;

GAME THEORY;

EID: 70349987899     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/GAMENETS.2009.5137384     Document Type: Conference Paper

References (15)

1. M. Huang, P. E. Caines, and R. P. Malhamé, "Uplink power adjustment in wireless communication systems: A stochastic control analysis," IEEE Transactions on Automatic Control, vol. 49, no. 10, pp. 1693-1708, 2004.
2. S. Ulukus and R. D. Yates, "Stochastic power control for cellular radio systems," IEEE Transactions on Communications, vol. 46, no. 6, pp. 784-798, 1998.
3. R. Ericson and A. Pakes, "Markov-perfect industry dynamics: A framework for empirical work," Review of Economic Studies, vol. 62, no. 1, pp. 53-82, 1995.
4. A. Pakes and P. McGuire, "Computing Markov-perfect Nash equilibria: Numerical implications of a dynamic differentiated product model," RAND Journal of Economics, vol. 25, no. 4, pp. 555-589, 1994.
5. -, "Stochastic algorithms, symmetric Markov perfect equilibrium, and the curse of dimensionality," Econometrica, vol. 69, no. 5, pp. 1261-1281, 2001.
6. A. C. Antoulas and D. C. Sorensen, "Approximation of large-scale dynamical systems: An overview," International Journal of Applied Mathematics and Computer Sciences, vol. 11, no. 5, pp. 1093-1121, 2001.
7. D. D. Siljak, Decentralized Control of Complex Systems. Academic Press, 1991.
8. M. Huang, R. P. Malhamé, and P. E. Caines, "Nash equilibria for large-population linear stochastic systems of weakly coupled agents," Analysis, Control and Optimization of Complex Dynamical Systems, pp. 215-252, 2005.
9. J. M. Lasry and P. L. Lions, "Mean field games," Japanese Journal of Mathematics, no. 2, pp. 229-260, 2007.
10. G. Y. Weintraub, C. L. Benkard, and B. VanRoy, "Markov perfect industry dynamics with many firms," Econometrica, vol. 76, no. 6, 2008.
11. M. Huang, P. E. Caines, and R. P. Malhamé, "Large-population cost-coupled LQG problems with nonuniform agents : Individual-mass behavior and decentralized ε-Nash equilibria," IEEE Transactions on Automatic Control, vol. 52, no. 9, pp. 1560-1571, 2007.
12. S. Adlakha, R. Johari, G. Weintraub, and A. Goldsmith, "Oblivious equilibrium for stochastic games with concave utility," Proceedings of the Allerton Conference on Communication, Control and Computing, 2007.
13. G. Y. Weintraub, C. L. Benkard, and B. VanRoy, "Markov perfect industry dynamics with many firms," Accepted to Econometrica, 2007.
14. J. Huang, R. Berry, and M. Honig, "Distributed interference compensation for wireless networks," IEEE Journal on Selected Areas in Communications, vol. 24, no. 5, pp. 1074-1084, 2006.
15. S. Adlakha, R. Johari, G. Weintraub, and A. Goldsmith, "Oblivious equilibrium for large-scale stochastic games with unbounded costs," Proceedings of the IEEE Conference on Decision and Control, 2008.