Entropic Regularization in Hierarchical Games
Lina Mallozzi () and
Panos M. Pardalos ()
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Lina Mallozzi: Università di Napoli Federico II
Panos M. Pardalos: Center for Applied Optimization, University of Florida
SN Operations Research Forum, 2022, vol. 3, issue 1, 1-14
Abstract:
Abstract We study hierarchical games where the second stage consists of a finite noncooperative game. To ensure that the lower level problem admits solutions, its mixed extension 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.
Keywords: Stackelberg solutions; Mixed strategy; Shannon entropy (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1007/s43069-022-00130-2
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