Robust dynamic games played over event trees

Standard

Robust dynamic games played over event trees. / Парилина, Елена Михайловна; Zaccour, Georges.

In: IEEE Transactions on Automatic Control, Vol. 71, No. 3, 03.2026, p. 2023-2029.

Research output: Contribution to journal › Article › peer-review

Author

Парилина, Елена Михайловна ; Zaccour, Georges. / Robust dynamic games played over event trees. In: IEEE Transactions on Automatic Control. 2026 ; Vol. 71, No. 3. pp. 2023-2029.

BibTeX

@article{9a2b363b5ce44d95a8b988dbd9f3ef76,

title = "Robust dynamic games played over event trees",

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.",

keywords = "Event tree, S-adapted strategies, robust optimization, stochastic games",

author = "Парилина, {Елена Михайловна} and Georges Zaccour",

year = "2026",

month = mar,

doi = "10.1109/tac.2025.3619704",

language = "English",

volume = "71",

pages = "2023--2029",

journal = "IEEE Transactions on Automatic Control",

issn = "0018-9286",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

number = "3",

}

RIS

TY - JOUR

T1 - Robust dynamic games played over event trees

AU - Парилина, Елена Михайловна

AU - Zaccour, Georges

PY - 2026/3

Y1 - 2026/3

N2 - 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.

AB - 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.

KW - Event tree

KW - S-adapted strategies

KW - robust optimization

KW - stochastic games

UR - https://www.mendeley.com/catalogue/04eddc95-000d-3dfe-a48c-3ace9e4f8a77/

U2 - 10.1109/tac.2025.3619704

DO - 10.1109/tac.2025.3619704

M3 - Article

VL - 71

SP - 2023

EP - 2029

JO - IEEE Transactions on Automatic Control

JF - IEEE Transactions on Automatic Control

SN - 0018-9286

IS - 3

ER -

ID: 143019162