Nash-equilibrium in stochastic differential games
نویسندگان
چکیده
منابع مشابه
On Computing Nash Equilibrium in Stochastic Games
Using the fact that any two player discounted stochastic game with finite state and action spaces can be recast as a non-convex constrained optimization problem, where each global minima corresponds to a stationary Nash equilibrium, we present a sequential quadratic programming based algorithm that converges to a KKT point. This KKT point is an -Nash equilibrium for some > 0 and under some suit...
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ژورنال
عنوان ژورنال: Computers & Mathematics with Applications
سال: 1986
ISSN: 0898-1221
DOI: 10.1016/0898-1221(86)90060-x