Solving discrete-time game theoretic periodic Riccati equations: An iterative procedure.
Vasile DraganSamir AberkaneIvan Ganchev IvanovPublished in: ECC (2013)
Keyphrases
- game theoretic
- iterative procedure
- game theory
- decision problems
- nonlinear equations
- closed form
- semi markov decision processes
- polynomial equations
- imperfect information
- differential equations
- nash equilibrium
- optimal solution
- rational agents
- hamilton jacobi
- minority game
- solution concepts
- algebraic equations
- pure nash equilibrium
- resource allocation
- np hard
- agent behavior
- social welfare
- fractional order
- dynamical systems
- computational complexity
- cooperative
- pure nash equilibria
- multi agent