OPTGAME: An algorithm approximating solutions for multi-player difference games

Advances and Innovations in Systems, Computing Sciences and Software Engineering

Volumn , Issue , 2007, Pages 93-98

  Behrens, Doris A ^a   Neck, Reinhard ^a  

^a UNIVERSITY OF KLAGENFURT   (Austria)

Author keywords

[No Author keywords available]

Indexed keywords

LOCAL LINEARIZATION; NUMERICAL TOOLS; OPEN-LOOP; PARETO OPTIMAL SOLUTIONS; STACKELBERG EQUILIBRIUM;

ALGORITHMS; ITERATIVE METHODS;

SOFTWARE ENGINEERING;

EID: 84878226670     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1007/978-1-4020-6264-3_18     Document Type: Conference Paper

References (6)

1. M.L. Petit, Control Theory and Dynamic Games in Economic Policy Analysis. Cambridge: Cambridge University Press, 1990.
2. D.A.Behrens, M. Hager, and R. Neck, "OPTGAME 1.0: A numerical algorithm to determine solutions for two-person difference games, " in Modeling and Control of Economic Systems, R. Neck, Ed. Oxford: Elsevier, 2003, pp. 47-58.
3. M. Hager, R. Neck, and D.A. Behrens, "Solving dynamic macroeconomic policy games using the algorithm OPTGAME 1.0, " Optimal Control Applications and Methods, vol. 22, pp. 301-332, 2001.
4. T. Basar and G.J. Olsder, Dynamic Noncooperative Game Theory, 2nd ed. Philadelphia, PA: SIAM, 1999.
5. D.A. Behrens and R. Neck, "Approximating solutions for multi-decisionmaker tracking problems, " Working Paper. Klagenfurt: Klagenfurt University, 2006.
6. J. Matulka and R. Neck, "OPTCON: An algorithm for the optimal control of nonlinear stochastic models, " Annals of Operations Research, vol. 37, pp. 375-401, 1992.