Pareto Optimality in Infinite Horizon Mean-Field Stochastic Cooperative Linear-Quadratic Difference Games.
Chenchen PengWeihai ZhangPublished in: IEEE Trans. Autom. Control. (2023)
Keyphrases
- linear quadratic
- optimal control
- infinite horizon
- pareto optimality
- cooperative
- game theory
- finite horizon
- pareto optimal
- dynamic programming
- nash equilibrium
- coalition structures
- control strategy
- reinforcement learning
- game theoretic
- multi agent
- multi agent systems
- closed loop
- real time
- long run
- markov random field
- belief networks
- dynamical systems
- vector valued
- closed form
- software agents
- monte carlo
- em algorithm
- probability distribution
- learning algorithm