Stochastic Differential Games: A Sampling Approach via FBSDEs.
Ioannis ExarchosEvangelos A. TheodorouPanagiotis TsiotrasPublished in: Dyn. Games Appl. (2019)
Keyphrases
- monte carlo
- monte carlo tree search
- point processes
- computer games
- stochastic optimization
- metropolis hastings
- jump diffusion process
- video games
- game tree
- game theory
- game design
- game theoretic
- game playing
- weighted majority
- nash equilibria
- game based learning
- game play
- random sampling
- nash equilibrium
- pure nash equilibria
- sampling rate
- game tree search
- stochastic programming
- game development
- learning automata
- sampling methods
- learning environment
- resource allocation
- search algorithm