A Feedback Nash Equilibrium for Affine-Quadratic Zero-Sum Stochastic Differential Games With Random Coefficients.
Jun MoonPublished in: IEEE Control. Syst. Lett. (2020)
Keyphrases
- nash equilibrium
- game theory
- nash equilibria
- stochastic games
- game theoretic
- repeated games
- solution concepts
- pareto optimal
- mixed strategy
- pure strategy
- variational inequalities
- fictitious play
- worst case
- stackelberg game
- regret minimization
- congestion games
- equilibrium strategies
- objective function
- incomplete information
- monte carlo
- computational complexity
- profit maximizing
- pure nash equilibrium
- general sum games
- multi agent learning
- imperfect information
- single period
- cooperative games
- mechanism design
- lower bound
- pure nash equilibria
- cooperative
- decision making
- learning algorithm