Stochastic Potential Games

Understand

Computing the Nash equilibrium (NE) for N-player non-zerosum stochastic games is a formidable challenge.

• Currently, algorithmic methods in stochastic game theory are unable to compute NE for stochastic games (SGs) for settings in all but extreme cases in which the players either play as a team or have diametrically opposed objectives in a two-player setting.
• This greatly impedes the application of the SG framework to numerous problems within economics and practical systems of interest.
• In this paper, we provide a method of computing Nash equilibria in nonzero-sum settings and for populations of players more than two.