Two-person game with nash equilibrium in optimal control problems.
Anatoly S. AntipinPublished in: Optim. Lett. (2012)
Keyphrases
- nash equilibrium
- optimal control problems
- game theory
- optimal control
- game theoretic
- nash equilibria
- pure strategy
- production planning
- mixed strategy
- solving nonlinear
- control theory
- solution concepts
- fictitious play
- stackelberg game
- stochastic games
- variational inequalities
- equilibrium strategies
- worst case
- differential equations
- imperfect information
- regret minimization
- resource allocation
- dynamic programming
- special case
- pure nash equilibrium
- reinforcement learning
- continuous functions
- decision problems
- optimal solution