On the Uniqueness Nash Equilibrium in Stochastic Games of Capital Accumulation on a Graph
The main purpose of this work is the study of the application of controlled random elds given on a nite non-oriented graph described in, to the problem of the uniqueness of the Nash-equilibrium for stochastic capital accumulation games with many players. The players are located at the vertices of the interaction graph Г, the edges represent the connections between the players. We assume that the decisions of the players are synchronized using a standard assumption of decision making in discrete time sequential games. The problem of the existence of the Nash equilibrium for this type of games is considered in the work. In order to show the existence of a single equilibrium, additional conditions on transitional probabilities and utility functions apply.
Markov decision process, stochastic game, Nash equilibrium, capital accumulation, random elds, local interaction, conference materials
Chornei R. On the Uniqueness Nash Equilibrium in Stochastic Games of Capital Accumulation on a Graph / Chornei R. K. // 7nd International Eurasian Conference on Mathematical Sciences and Applications, (28-31 August 2018). - Kyiv, 2018. - P. 128-129.