Nash Equilibrium of Stochastic Partial Differential Game with Partial Information via Malliavin Calculus.
Gaofeng ZongPublished in: Complex. (2023)
Keyphrases
- partial information
- nash equilibrium
- game theory
- incomplete information
- game theoretic
- nash equilibria
- pure strategy
- solution concepts
- variational inequalities
- stochastic games
- stackelberg game
- mixed strategy
- fictitious play
- imperfect information
- worst case
- equilibrium strategies
- repeated games
- profit maximizing
- regret minimization
- subgame perfect
- cooperative
- single period
- multi agent
- correlated equilibrium
- machine learning