Robust Dynamic Games Played Over Event Trees

We characterize cooperative and non-cooperative solutions of a dynamic game played over event tree when the transition probability are not given. We assume that the players implement feedback strategies that are adapted to the nodes of the event tree and to the state variable. A robust control is adopted, that is, an approach where the players consider that nature will choose the worst probability distribution with respect to their payoffs. We illustrate our results with an environmental management example.

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Publication Details

Journal
IEEE Transactions on Automatic Control
Published
2025-10-09
DOI
https://doi.org/10.1109/tac.2025.3619704
Primary Topic
Spectroscopy Techniques in Biomedical and Chemical Research
Type
article
Field-Weighted Citation Impact
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article

Robust Dynamic Games Played Over Event Trees

IEEE Transactions on Automatic Control
Spectroscopy Techniques in Biomedical and Chemical Research
article

Robust Dynamic Games Played Over Event Trees

article en

Abstract

We characterize cooperative and non-cooperative solutions of a dynamic game played over event tree when the transition probability are not given. We assume that the players implement feedback strategies that are adapted to the nodes of the event tree and to the state variable. A robust control is adopted, that is, an approach where the players consider that nature will choose the worst probability distribution with respect to their payoffs. We illustrate our results with an environmental management example.

IEEE Transactions on Automatic ControlVol. 71(3)
HEC Montréal (CA), St Petersburg University (RU), Group for Research in Decision Analysis (CA)
Openalex Percentile: Top 31%
Spectroscopy Techniques in Biomedical and Chemical Research
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