Maximum principle via Malliavin calculus for regular-singular stochastic differential games.
Yan WangAimin SongLei WangJie SunPublished in: Optim. Lett. (2018)
Keyphrases
- computer games
- game theory
- stochastic control
- monte carlo
- stochastic optimization
- game design
- video games
- nash equilibrium
- maximum number
- game theoretic
- nash equilibria
- stochastic process
- serious games
- monte carlo tree search
- educational games
- game playing
- weighted majority
- computer algebra
- algebraic structure
- human computation
- game tree search
- imperfect information
- game development
- learning automata
- digital games
- game tree