On discounted stochastic games with incomplete information on payoffs and a security application
dc.contributor.author | Kardeş, Erim | |
dc.date.accessioned | 2014-06-25T07:19:55Z | |
dc.date.available | 2014-06-25T07:19:55Z | |
dc.date.issued | 2014-01 | |
dc.identifier.issn | 0167-6377 | |
dc.identifier.uri | http://www.sciencedirect.com/science/article/pii/S0167637713001430 | |
dc.identifier.uri | http://hdl.handle.net/10679/375 | |
dc.description | Due to copyright restrictions, the access to the full text of this article is only available via subscription. | en_US |
dc.description.abstract | This 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.iso | eng | en_US |
dc.publisher | Elsevier | en_US |
dc.relation.ispartof | Operations Research Letters | |
dc.rights | restrictedAccess | |
dc.title | On discounted stochastic games with incomplete information on payoffs and a security application | en_US |
dc.type | Article | en_US |
dc.peerreviewed | yes | en_US |
dc.publicationstatus | published | en_US |
dc.contributor.department | Özyeğin University | |
dc.contributor.authorID | (ORCID & YÖK ID 168391) Kardeş, Erim | |
dc.contributor.ozuauthor | Kardeş, Erim | |
dc.identifier.volume | 42 | |
dc.identifier.issue | 1 | |
dc.identifier.startpage | 7 | |
dc.identifier.endpage | 11 | |
dc.identifier.wos | WOS:000331925300002 | |
dc.identifier.doi | 10.1016/j.orl.2013.10.005 | |
dc.subject.keywords | Stochastic games | en_US |
dc.subject.keywords | Robust optimization | en_US |
dc.subject.keywords | Robust game theory | en_US |
dc.subject.keywords | Security application | en_US |
dc.identifier.scopus | SCOPUS:2-s2.0-84887274653 | |
dc.contributor.authorMale | 1 | |
dc.relation.publicationcategory | Article - International Refereed Journal - Institutional Academic Staff |
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