The (in)finite horizon open‐loop Nash LQ game: An application to EMU.
Jacob Christiaan EngwerdaBas van AarleJoseph E. J. PlasmansPublished in: Ann. Oper. Res. (1999)
Keyphrases
- open loop
- finite horizon
- nash equilibrium
- closed loop
- feedback control
- infinite horizon
- optimal control
- game theory
- nash equilibria
- optimal policy
- control system
- markov decision processes
- average cost
- multistage
- markov decision process
- control scheme
- dynamic programming
- inverted pendulum
- resource allocation
- stability analysis
- real time
- control law
- non stationary
- lagrange multipliers
- reinforcement learning
- search algorithm
- markov chain
- graphical models
- supply chain