A Weak Dynamic Programming Principle for Zero-Sum Stochastic Differential Games with Unbounded Controls.

Erhan Bayraktar Song Yao

Published in: SIAM J. Control. Optim. (2013)

Keyphrases

dynamic programming
stochastic games
game theory
nash equilibria
boolean games
repeated games
markov decision processes
nash equilibrium
learning automata

game theoretic
forward and backward
perfect information
incomplete information
state space
computer games
stochastic optimization
greedy algorithm
video games

stereo matching
coarse to fine
infinite horizon
multistage
cooperative
dp matching
optimal control
reinforcement learning algorithms
educational games

reinforcement learning
linear programming
multi agent
stochastic programming
human computation
learning games
pure strategy
multi agent systems