On a solution to the problem of time-varying zero-sum LQ stochastic difference game: A Riccati equation approach.
Samir AberkaneVasile DraganPublished in: ECC (2019)
Keyphrases
- game theory
- hamilton jacobi
- stochastic games
- incomplete information
- nonlinear equations
- mathematical model
- monte carlo
- numerical methods
- differential equations
- boundary value problem
- stochastic programming
- nash equilibria
- nash equilibrium
- dynamic programming
- optimal control problems
- fuzzy relation equations
- learning automaton
- boolean games
- reinforcement learning
- perfect information
- game play
- video games
- computer games
- optimal solution