Game of Singular Stochastic Control and Strategic Exit.
H. Dharma KwonHongzhong ZhangPublished in: Math. Oper. Res. (2015)
Keyphrases
- stochastic control
- queueing systems
- control problems
- optimal control
- operations management
- brownian motion
- computer games
- game theory
- game playing
- game theoretic
- video games
- decision making
- reinforcement learning
- nash equilibrium
- game play
- queue length
- diffusion process
- stochastic processes
- nash equilibria
- imperfect information
- optimal strategy
- control strategy
- poisson process
- partial differential equations
- image processing