Numerical approximation of the value of a stochastic differential game with asymmetric information.
Lubomír BañasGiorgio FerrariTsiry Avisoa RandrianasoloPublished in: CoRR (2019)
Keyphrases
- discrete random variables
- approximation schemes
- game playing
- stage stochastic programs
- educational games
- game theory
- numerical calculation
- error bounds
- video games
- monte carlo
- computer games
- approximation algorithms
- game play
- game design
- serious games
- monte carlo sampling
- virtual world
- monte carlo tree search
- sensitivity analysis
- pursuit evasion
- online game
- approximation error
- real time strategy games
- perfect information
- queueing networks
- cooperative game
- stochastic programming
- approximation methods
- nash equilibria
- stochastic model
- bayesian networks
- optimal strategy
- special case
- search algorithm