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dc.contributor.authorKardeş, Erim
dc.date.accessioned2014-06-25T07:19:55Z
dc.date.available2014-06-25T07:19:55Z
dc.date.issued2014-01
dc.identifier.issn0167-6377
dc.identifier.urihttp://www.sciencedirect.com/science/article/pii/S0167637713001430
dc.identifier.urihttp://hdl.handle.net/10679/375
dc.descriptionDue to copyright restrictions, the access to the full text of this article is only available via subscription.en_US
dc.description.abstractThis paper presents a robust optimization model for n-person finite state/action stochastic games with incomplete information on payoffs. For polytopic uncertainty sets, we propose an explicit mathematical programming formulation for an equilibrium calculation. It turns out that a global optimal of this mathematical program yields an equilibrium point and epsilon-equilibria can be calculated based on this result. We briefly describe an incomplete information version of a security application that can benefit from robust game theory.en_US
dc.language.isoengen_US
dc.publisherElsevieren_US
dc.relation.ispartofOperations Research Letters
dc.rightsrestrictedAccess
dc.titleOn discounted stochastic games with incomplete information on payoffs and a security applicationen_US
dc.typeArticleen_US
dc.peerreviewedyesen_US
dc.publicationstatuspublisheden_US
dc.contributor.departmentÖzyeğin University
dc.contributor.authorID168391
dc.contributor.ozuauthorKardeş, Erim
dc.identifier.volume42
dc.identifier.issue1
dc.identifier.startpage7
dc.identifier.endpage11
dc.identifier.wosWOS:000331925300002
dc.identifier.doi10.1016/j.orl.2013.10.005
dc.subject.keywordsStochastic gamesen_US
dc.subject.keywordsRobust optimizationen_US
dc.subject.keywordsRobust game theoryen_US
dc.subject.keywordsSecurity applicationen_US
dc.identifier.scopusSCOPUS:2-s2.0-84887274653
dc.contributor.authorMale1


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