Feedback Nash equilibria in the scalar infinite horizon LQ-game.
Jacob EngwerdaPublished in: Autom. (2000)
Keyphrases
- infinite horizon
- nash equilibria
- optimal control
- pure strategy
- finite horizon
- stochastic games
- game theory
- incomplete information
- nash equilibrium
- game theoretic
- optimal policy
- long run
- dynamic programming
- stochastic demand
- fictitious play
- markov decision processes
- markov decision process
- reinforcement learning
- average cost
- lead time
- solution concepts
- cooperative
- policy iteration
- control strategy
- decision problems
- state space
- average reward
- resource allocation
- sufficient conditions
- congestion games