Feedback and Open-Loop Nash Equilibria for LQ Infinite-Horizon Discrete-Time Dynamic Games.
Andrea MontiBenita NortmannThulasi MylvaganamMario SassanoPublished in: SIAM J. Control. Optim. (2024)
Keyphrases
- nash equilibria
- infinite horizon
- stochastic games
- open loop
- optimal control
- feedback control
- closed loop
- game theory
- incomplete information
- nash equilibrium
- fictitious play
- game theoretic
- control system
- markov decision processes
- pure strategy
- solution concepts
- dynamic programming
- finite horizon
- long run
- average cost
- dynamic environments
- markov chain
- mixed strategy
- optimal policy
- congestion games
- policy iteration
- markov decision process
- state space
- adaptive control
- real time