Notes on random optimal control equilibrium problem via stochastic inverse variational inequalities.
Annamaria BarbagalloBruno Antonio PanseraMassimiliano FerraraPublished in: Comput. Manag. Sci. (2024)
Keyphrases
- variational inequalities
- optimal control
- optimal control problems
- sensitivity analysis
- nonlinear programming
- complementarity problems
- stochastic control
- nash equilibrium
- control problems
- traffic assignment
- convex sets
- fixed point
- dynamic programming
- control strategy
- linear quadratic
- primal dual
- reinforcement learning
- infinite horizon
- boundary conditions
- game theory
- multistage
- cooperative
- real time