Nonlinear programming and stationary strategies in stochastic games.
Jerzy A. FilarTodd A. SchultzPublished in: Math. Program. (1986)
Keyphrases
- nonlinear programming
- stochastic games
- repeated games
- linear programming
- variational inequalities
- nash equilibria
- optimization problems
- nash equilibrium
- semidefinite programming
- markov decision processes
- linear constraints
- learning automata
- multi agent
- game theory
- sensitivity analysis
- exact algorithms
- cost function
- machine learning
- kernel function
- imperfect information