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Fondation HEC Montréal seminar

On dynamic Stackelberg games

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Oct 10, 2018   11:00 AM — 12:00 PM

Alain Jean-Marie Centre de Recherche de Sophia-Antipolis Méditerranée, INRIA, France

We consider a two-player stochastic dynamic game in discrete time and space, with infinite horizon and discount. The game is played in a Stackelberg way with stationary feedback strategies. The leader announces a strategy and the follower reacts optimally. Strategies solution to the problem correspond to value functions solution to a certain dynamic programming operator. We identify families of problems for which an unique solution does exist. We also exhibit cases where no solution exist, and cases where solutions do exist but Value Iteration does not converge.


Free entrance.
Welcome to everyone!

Georges Zaccour organizer

Location

Room 4488
André-Aisenstadt Building
Université de Montréal Campus
2920, chemin de la Tour Montréal QC H3T 1J4 Canada

Associated organizations

Research Axis