Necessary/sufficient conditions for Pareto optimality in finite horizon mean-field type stochastic differential game.
Yaning LinPublished in: Autom. (2020)
Keyphrases
- sufficient conditions
- finite horizon
- optimal policy
- pareto optimality
- infinite horizon
- markov decision processes
- pareto optimal
- markov decision process
- asymptotic stability
- nash equilibrium
- decision problems
- closed form
- multistage
- initial state
- exponential stability
- average cost
- state space
- neural network
- markov random field
- reinforcement learning
- genetic algorithm
- machine learning
- game theory
- monte carlo
- finite state
- long run