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JOURNALS // Upravlenie Bol'shimi Sistemami // Archive

UBS, 2016 Issue 63, Pages 87–105 (Mi ubs890)

This article is cited in 3 papers

Control in Social and Economic Systems

Hierarchical games under uncertainty

M. A. Gorelov

Computer Center of RAS

Abstract: The two-players hierarchical game is considered. The payoff function of low-level player (agent) depends on a random variable. The low-lever player knows the value of this variable at the moment of decision making. And high-level player (principal) knows only probability distribution on the domain when making his decision. We obtain the optimal strategy for the principal under the assumption that she is trying to maximize the guaranteed payoff. This results are tightly coupled with some work in the theory of contracts.

Keywords: informational theory of hierarchical systems, games under uncertainty, maximal guaranteed payoff, contract theory.

UDC: 519.865 + 519.95
BBK: 22.165

Received: November 10, 2015
Published: September 30, 2016



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