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JNW
2006
55views more  JNW 2006»
13 years 7 months ago
On Stochastic Modeling for Integrated Security and Dependability Evaluation
This paper presents a new approach to integrated security and dependability evaluation, which is based on stochastic modeling techniques. Our proposal aims to provide operational m...
Karin Sallhammar, Bjarne E. Helvik, Svein J. Knaps...
CDC
2008
IEEE
115views Control Systems» more  CDC 2008»
14 years 1 months ago
Oblivious equilibrium for large-scale stochastic games with unbounded costs
— We study stochastic dynamic games with a large number of players, where players are coupled via their cost functions. A standard solution concept for stochastic games is Markov...
Sachin Adlakha, Ramesh Johari, Gabriel Y. Weintrau...
ATAL
2009
Springer
14 years 2 months ago
State-coupled replicator dynamics
This paper introduces a new model, i.e. state-coupled replicator dynamics, expanding the link between evolutionary game theory and multiagent reinforcement learning to multistate ...
Daniel Hennes, Karl Tuyls, Matthias Rauterberg
CSL
2009
Springer
14 years 2 months ago
Decision Problems for Nash Equilibria in Stochastic Games
We analyse the computational complexity of finding Nash equilibria in stochastic multiplayer games with ω-regular objectives.While the existence of an equilibrium whose payoff fal...
Michael Ummels, Dominik Wojtczak
CDC
2010
IEEE
104views Control Systems» more  CDC 2010»
13 years 2 months ago
Single timescale regularized stochastic approximation schemes for monotone Nash games under uncertainty
Abstract-- In this paper, we consider the distributed computation of equilibria arising in monotone stochastic Nash games over continuous strategy sets. Such games arise in setting...
Jayash Koshal, Angelia Nedic, Uday V. Shanbhag