Groupe d’études et de recherche en analyse des décisions


Sequential Stackelberg E-Equilibria in Two-Person Games

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The concept of ϵ-sequential Stackelberg equilibrium is introduced in the general framework of dynamic two-person games defined in the Denardo contracting operator formalism. a relationship between this solution concept and the ϵ-sequential Nash equilibrium for an associated extended game is established. This correspondence result, which can be related to previous results obtained by Basar and Haurie (1984), is then used for proving the existence of such solutions in a class of sequential games. For the zero-sum case, the sequential Stackelberg equilibrium corresponds to a sequential maxmin equilibrium. An algorithm is proposed for the computation of this particular case of equilibrium.

, 48 pages