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1996 | 43 | z. 1-2 | 131--148
Tytuł artykułu

Uogólnione zadania sterowania optymalnego - gra dynamiczna według Nasha

Warianty tytułu
Generalised Optimal Control Models - the Dynamic Nash Game
Języki publikacji
The purpose of the paper is to present methods that can be effectively used for modeling economic decision making processes with conflicting objectives of various groups of decision makers. The analyzed system is described on the basis of an econometric model. The problem is modeled within the framework of a game theoretical approach. Basic types of organizational structure are discussed, and special emphasis is put on the Nash game. Two types of information structures are distinguished and discussed in the context of a policy model with a discrete time econometric model as part of it. The paper presents algorithms used in an open-loop as well as a closed-loop information structure. The method employed for solving the problem is dynamic programming, which in the open-loop Nash game could be applied either in a global or in stage-wise mode. There are five different algorithms presented, and special emphasis is put on the generalization of Haas's algorithm, which makes it possible to apply it to the nonlinear model. (original abstract)
Opis fizyczny
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