Covariance Control Problems over Martingales with Fixed Terminal Distribution Arising from Game Theory.
Fabien GensbittelPublished in: SIAM J. Control. Optim. (2013)
Keyphrases
- game theory
- control problems
- optimal control
- game theoretic
- reinforcement learning
- cooperative
- nash equilibrium
- multi agent systems
- statistical physics
- multi agent learning
- mechanism design
- cooperative game theory
- fictitious play
- nash equilibria
- adaptive control
- queueing systems
- resource allocation
- decision theory
- probability distribution
- evolutionary game theory
- learning algorithm
- probability theory
- human computation
- solution concepts
- control system
- stochastic control