Systemic Risk and Stochastic Games with Delay.
René CarmonaJean-Pierre FouqueSeyyed Mostafa MousaviLi-Hsien SunPublished in: J. Optim. Theory Appl. (2018)
Keyphrases
- stochastic games
- nash equilibria
- markov decision processes
- games with incomplete information
- multiagent reinforcement learning
- learning automata
- average reward
- single agent
- multi agent
- nash equilibrium
- repeated games
- incomplete information
- learning algorithm
- robust optimization
- reinforcement learning algorithms
- expected utility
- multiple agents
- dynamic environments
- state space
- decision making