Chance-Constrained Iterative Linear-Quadratic Stochastic Games.
Hai ZhongYutaka ShimizuJianyu ChenPublished in: CoRR (2022)
Keyphrases
- stochastic games
- chance constrained
- robust optimization
- linear quadratic
- stochastic programming
- mathematical programming
- optimal control
- closed loop
- nash equilibria
- dynamical systems
- decision theory
- markov decision processes
- lot sizing
- semidefinite programming
- neural network
- multistage
- probabilistic model
- graphical models
- cooperative
- reinforcement learning