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Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle.
Peter E. Caines
Minyi Huang
Roland P. Malhamé
Published in:
Commun. Inf. Syst. (2006)
Keyphrases
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closed loop
stochastic dynamic
control law
control system
open loop
control scheme
nash equilibria
game theory
parameter identification
feedback control
evolutionary algorithm
nash equilibrium
control loop
fuzzy logic
real time
chaotic systems
trajectory tracking
linear quadratic
neural network