Chance-Constrained Iterative Linear-Quadratic Stochastic Games.
Hai ZhongYutaka ShimizuJianyu ChenPublished in: IEEE Robotics Autom. Lett. (2023)
Keyphrases
- stochastic games
- chance constrained
- robust optimization
- linear quadratic
- stochastic programming
- optimal control
- mathematical programming
- closed loop
- markov decision processes
- lot sizing
- dynamical systems
- nash equilibrium
- infinite horizon
- nash equilibria
- linear program
- computational complexity
- decision theory
- semidefinite programming
- mathematical model
- dynamic programming
- special case