We study hierarchical games where the second stage consists of a finite noncoopera- tive game. To ensure that the lower level problem admits solutions, its mixed exten- sion is considered. By using the Shannon entropy, a regularization scheme for the two-stage game is introduced and some properties are presented, as the asymptotic subgame perfectness.

Entropic Regularization in Hierarchical Games / Mallozzi, Lina; Pardalos, Panos M.. - In: SN OPERATIONS RESEARCH FORUM. - ISSN 2662-2556. - 3:1(2022), pp. 1-14. [10.1007/s43069-022-00130-2]

Entropic Regularization in Hierarchical Games

Mallozzi, Lina;
2022

Abstract

We study hierarchical games where the second stage consists of a finite noncoopera- tive game. To ensure that the lower level problem admits solutions, its mixed exten- sion is considered. By using the Shannon entropy, a regularization scheme for the two-stage game is introduced and some properties are presented, as the asymptotic subgame perfectness.
2022
Entropic Regularization in Hierarchical Games / Mallozzi, Lina; Pardalos, Panos M.. - In: SN OPERATIONS RESEARCH FORUM. - ISSN 2662-2556. - 3:1(2022), pp. 1-14. [10.1007/s43069-022-00130-2]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11588/874256
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