Numerical Approximation of the Value of a Stochastic Differential Game with Asymmetric Information.
Lubomír BañasGiorgio FerrariTsiry Avisoa RandrianasoloPublished in: SIAM J. Control. Optim. (2021)
Keyphrases
- approximation schemes
- discrete random variables
- monte carlo sampling
- error bounds
- stage stochastic programs
- game playing
- stochastic optimization
- game theory
- numerical analysis
- monte carlo
- game based learning
- computer games
- game theoretic
- numerical calculation
- sensitivity analysis
- approximation algorithms
- educational games
- numerical methods
- virtual world
- approximation error
- stochastic model
- mobile games
- monte carlo tree search
- video games
- nash equilibria
- role playing
- neural network
- game play
- pursuit evasion
- numerical data
- learning games
- repeated games
- relative error
- queueing networks
- serious games
- nash equilibrium
- closed form
- np hard