Saddle-Point Equilibrium of Bilinear Itô Stochastic Differential Games.

Xiaoqiu Gao Chengke Zhang Huainian Zhu

Published in: ICAIC (4) (2011)

Keyphrases

saddle point
variational inequalities
nash equilibrium
game theory
convex concave
primal dual
sensitivity analysis
linear programming
penalty function
convex sets
worst case
fixed point
boundary conditions
maximum margin
structured prediction
cooperative
discrete space
graphical models