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  • Search: subject:"Backward induction algorithm"
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Subject
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Dynamic programming 3 Game theory 3 Algorithm 2 Algorithmus 2 Backward induction algorithm 2 Closed-loop Stackelberg game 2 Dynamische Optimierung 2 Game regulation 2 Spieltheorie 2 Backward Induction algorithm 1 Decision 1 Duopol 1 Duopoly 1 Dynamic Programming 1 Entscheidung 1 Leader-follower equilibrium 1 Leader–follower equilibrium 1 Markov Decision Process 1 Markov chain 1 Markov-Kette 1 Mathematical programming 1 Mathematische Optimierung 1
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Undetermined 2
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Article 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2 Undetermined 1
Author
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Varga, Z. 2 Bouchra, El Akraoui 1 Daoui, Cherki 1 Kicsiny, R. 1 Kicsiny, Richard 1 Scarelli, A. 1 Scarelli, Antonino 1
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European Journal of Operational Research 1 European journal of operational research : EJOR 1 Folia oeconomica Stetinensia : FOS 1
Source
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ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
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Solving finite-horizon discounted non-stationary MDPS
Bouchra, El Akraoui; Daoui, Cherki - In: Folia oeconomica Stetinensia : FOS 23 (2023) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10014490028
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Backward induction algorithm for a class of closed-loop Stackelberg games
Kicsiny, R.; Varga, Z.; Scarelli, A. - In: European Journal of Operational Research 237 (2014) 3, pp. 1021-1036
In the paper a new deterministic continuum-strategy two-player discrete-time dynamic Stackelberg game is proposed with fixed finite time duration and closed-loop information structure. The considered payoff functions can be widely used in different applications (mainly in conflicts of consuming...
Persistent link: https://www.econbiz.de/10010776939
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Cover Image
Backward induction algorithm for a class of closed-loop Stackelberg games
Kicsiny, Richard; Varga, Z.; Scarelli, Antonino - In: European journal of operational research : EJOR 237 (2014) 3, pp. 1021-1036
Persistent link: https://www.econbiz.de/10010384630
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