Groupe d’études et de recherche en analyse des décisions


A Dynamic Programming Contraction Operator Approach for the Computation of Nash Equilibria in a Class of Stochastic Resource Sharing Games


This paper deals with a class of discounted sequential games which admit of analysis through a contracting operator approach à la Denardo. These games appear quite naturally in the context of dynamic resource sharing problems. A successive approximation algorithm is used to prove existence of and to compute a Nash equilibrium defined in the class of pure strategies. A numerical illustration is also provided.

, 13 pages