Randomized Lagrangian stochastic approximation for large-scale constrained stochastic Nash games.
Zeinab AlizadehAfrooz JalilzadehFarzad YousefianPublished in: Optim. Lett. (2024)
Keyphrases
- stochastic approximation
- nash equilibrium
- nash equilibria
- monte carlo
- game theory
- game theoretic
- incomplete information
- stochastic games
- lagrange multipliers
- equilibrium strategies
- reinforcement learning
- video games
- temporal difference learning
- learning algorithm
- cooperative game
- policy iteration
- game playing
- coalitional games
- game play
- utility function
- neural network