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- W3144033565 abstract "This paper develops an equilibrium theory for two- persontwecriteria stochastic decision problems with static information patterns and an asymmetric mode of decision making, wherein the decision makers have dif- ferent probabilistic models of the underlying process. The objective functions are quadratic and the decision spaces are general inner-product spaces. Firstly, a set of sufficient conditions is obtained for existence and uniqueness of Stackelberg equilibria, and a uniform- ly convergent iterative scheme is developed, whereby the equilibrium policy of the leader can be obtained by evaluating a number of conditional expectations. When the probability measures are Gaussian, the equilibrium solution is shown to be generically non- linear, with the linear structure prevailing only in some special cases which are delineated in the paper." @default.
- W3144033565 created "2021-04-13" @default.
- W3144033565 creator A5090709167 @default.
- W3144033565 date "1983-01-01" @default.
- W3144033565 modified "2023-09-24" @default.
- W3144033565 title ".LV EQUILIBRILT THEORY FOR MLZTI-PERSOK DECISIOS MAKISG WITH MLZTIPLE PROBABILISTIC MODELS Part 11. Asymmetric Mode of Decision Making'" @default.
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- W3144033565 hasPublicationYear "1983" @default.
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