A Numerical Algorithm to Calculate the Unique Feedback Nash Equilibrium in a Large Scalar LQ Differential Game.

Published in: Dyn. Games Appl. (2017)

Keyphrases

nash equilibrium
learning algorithm
dynamic programming
game theory
worst case
game theoretic
linear programming
nash equilibria
regret minimization
computational complexity
search space
fictitious play
np hard
convergence rate
pareto optimal