Numerical Approximations for Nonzero-Sum Stochastic Differential Games.
Harold J. KushnerPublished in: SIAM J. Control. Optim. (2007)
Keyphrases
- numerical methods
- game theory
- video games
- square error
- monte carlo
- weighted majority
- stochastic model
- linear functions
- weighted sum
- game playing
- game theoretic
- nash equilibria
- stage stochastic programs
- objective function
- coalitional games
- learning agents
- stochastic programming
- stochastic optimization
- stochastic process
- educational games
- sensitivity analysis
- level set
- computationally tractable
- human computation
- majority vote
- upper bound