Nonzero Sum Stochastic Differential Games with Discounted Payoff Criterion: An Approximating Markov Chain Approach.
K. Suresh KumarPublished in: SIAM J. Control. Optim. (2008)
Keyphrases
- markov chain
- stochastic process
- monte carlo
- sample path
- game theory
- markov processes
- repeated games
- average reward
- nash equilibrium
- monte carlo method
- steady state
- finite state
- state space
- state transition
- transition probabilities
- markov process
- mixed strategy
- payoff functions
- monte carlo simulation
- stationary distribution
- markov decision processes
- nash equilibria
- random walk
- optimal policy
- markov model
- average cost
- transition matrix
- infinite horizon
- dynamic programming
- markov decision process
- coalition structures
- markov chain monte carlo
- gibbs sampler
- bayesian networks
- support vector
- objective function