Existence of Saddle Points in Discrete Markov Games and Its Application in Numerical Methods for Stochastic Differential Games.
Q. S. SongGeorge YinPublished in: CDC (2006)
Keyphrases
- numerical methods
- saddle point
- saddle points
- discrete space
- differential equations
- multiagent reinforcement learning
- partial differential equations
- scale space
- stochastic games
- critical points
- reinforcement learning algorithms
- variational inequalities
- nash equilibrium
- penalty function
- finite number
- constrained optimization
- nash equilibria
- multi agent systems
- multiscale