Linear-Quadratic Zero-Sum Mean-Field Type Games: Optimality Conditions and Policy Optimization.
René CarmonaKenza HamidoucheMathieu LaurièreZongjun TanPublished in: CoRR (2020)
Keyphrases
- optimality conditions
- nonlinear programming
- game theory
- linear quadratic
- linear programming
- optimization problems
- variational inequalities
- lower level
- nash equilibrium
- vector valued
- closed loop
- linear constraints
- combinatorial optimization
- sample size
- probabilistic model
- feature vectors
- image segmentation
- mathematical programming