Multilayered Network Games: Algorithms for Solving Discrete Optimal Control Problems with Infinite Time Horizon via Minimal Mean Cost Cycles and a Game-Theoretical Approach

Dmitrii Lozovanu () and Stefan Pickl ()
Additional contact information
Dmitrii Lozovanu: University of Heidelberg, Institute of Mathematics and Computer Science, Academy of Sciences
Stefan Pickl: Universäitat der Bundeswehr, Institut fur Angewandte Systemwissenschaften und Wirtschaftsinformatik, Fakultät fur Informatik

Chapter 83 in Operations Research Proceedings 2008, 2009, pp 513-518 from Springer

Abstract: Summary We extend a classical discrete optimal control problem in such a way that the feasible sets and the costs depend now on the parameter t: Such problems occur for example in (multilayered) emission trading games which are introduced by the authors [8]. Here, we develop two possible characterizations and solution principles. One is based on a classical linear programming approach. The other one exploits a game-theoretic treatment. Via these aprroaches we can solve the problem even for the case that we handle with an arbitrary transition function

Keywords: Directed Cycle; Linear Programming Approach; Solution Principle; Infinite Time Horizon; Modern Control Theory (search for similar items in EconPapers)
Date: 2009
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-00142-0_83

Ordering information: This item can be ordered from
http://www.springer.com/9783642001420

DOI: 10.1007/978-3-642-00142-0_83

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().