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On the Nash Equilibrium in Stochastic Games of Capital Accumulation on a Graph

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Recent Developments in Data Science and Intelligent Analysis of Information (ICDSIAI 2018)

Part of the book series: Advances in Intelligent Systems and Computing ((AISC,volume 836))

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Abstract

This paper discusses some applications of the theory of controlled Markov fields defined on some finite undirected graph. This graph describes a system of “neighborhood dependence” of the evolution of a random process described by local and synchronously change of state of vertices, depending on the decisions made in them. The main attention is paid to solving the problem of finding a Nash equilibrium for stochastic games of capital accumulation with many players.

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Author information

Authors and Affiliations

  1. National University of Kyiv-Mohyla Academy, Kyiv, Ukraine

    Ruslan Chornei

Authors
  1. Ruslan Chornei
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Correspondence to Ruslan Chornei .

Editor information

Editors and Affiliations

  1. Applied Mathematics Department, Igor Sikorsky Kyiv Polytechnic Institute, Kyiv, Ukraine

    Oleg Chertov

  2. Department of Economics, University of Pittsburgh, Pittsburgh, Pennsylvania, USA

    Tymofiy Mylovanov

  3. Department of Intelligent Information Systems, Petro Mohyla Black Sea National University, Mykolaiv, Ukraine

    Yuriy Kondratenko

  4. Systems Research Institute, Polish Academy of Sciences, Warsaw, Poland

    Janusz Kacprzyk

  5. Department of Computer Science, University of Texas at El Paso, El Paso, Texas, USA

    Vladik Kreinovich

  6. Institute for Information Transmission Problems, Russian Academy of Sciences, Moscow, Russia

    Vadim Stefanuk

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Chornei, R. (2019). On the Nash Equilibrium in Stochastic Games of Capital Accumulation on a Graph. In: Chertov, O., Mylovanov, T., Kondratenko, Y., Kacprzyk, J., Kreinovich, V., Stefanuk, V. (eds) Recent Developments in Data Science and Intelligent Analysis of Information. ICDSIAI 2018. Advances in Intelligent Systems and Computing, vol 836. Springer, Cham. https://doi.org/10.1007/978-3-319-97885-7_13

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