Solution of a singular infinite horizon zero-sum linear-quadratic differential game: A regularization approach.
Valery Y. GlizerOleg KelisPublished in: MED (2015)
Keyphrases
- infinite horizon
- stochastic games
- optimal control
- linear quadratic
- game theory
- finite horizon
- optimal policy
- nash equilibria
- long run
- dynamic programming
- markov decision processes
- nash equilibrium
- stochastic demand
- robust optimization
- repeated games
- production planning
- control strategy
- vector valued
- optimal solution
- reinforcement learning
- moving objects
- special case
- state space