Inexact best-response schemes for stochastic Nash games: Linear convergence and Iteration complexity analysis.
Uday V. ShanbhagJong-Shi PangSuvrajeet SenPublished in: CDC (2016)
Keyphrases
- complexity analysis
- nash equilibria
- iterative algorithms
- nash equilibrium
- game theory
- stochastic approximation
- theoretical analysis
- game theoretic
- operator splitting
- line search
- stochastic games
- lower bound
- objective function
- monte carlo
- computational complexity
- learning automata
- stopping criteria
- cooperative game
- solution concepts
- simple linear
- game playing
- convergence rate
- quadratic programming
- game design
- equilibrium strategies
- markov decision processes
- cooperative
- sufficient conditions
- first order logic