Continuous-time constrained stochastic games with average criteria.
Wenzhao ZhangBinfu WangDewang ChenPublished in: Oper. Res. Lett. (2018)
Keyphrases
- stochastic games
- nash equilibria
- markov decision processes
- multiagent reinforcement learning
- multi agent
- markov chain
- state space
- nash equilibrium
- optimal control
- reinforcement learning algorithms
- average cost
- repeated games
- monte carlo
- learning automata
- learning agent
- average reward
- resource allocation
- infinite horizon
- single agent
- robust optimization
- imperfect information
- optimal policy
- supply chain