Linear Exponential Quadratic Stochastic Differential Games.
Tyrone E. DuncanPublished in: IEEE Trans. Autom. Control. (2016)
Keyphrases
- linear complexity
- quadratic function
- stochastic optimization
- game theory
- learning automata
- simple linear
- video games
- semidefinite
- pairwise
- nash equilibrium
- nash equilibria
- linear systems
- online game
- linear model
- game playing
- genetic algorithm
- monte carlo
- least squares
- lower bound
- computational complexity
- objective function