Concepedia

Nash equilibrium approximation of some class of stochastic differential games: A combined Chebyshev spectral collocation method with policy iteration

Z. Nikooeinejad, Mohammad Heydari

Journal of Computational and Applied Mathematics · 2019 · 21 citations · 17 references

Concepts

Social SciencesEconomicsGame TheoryStochastic ModelingStochastic ProcessesNash EquilibriumOptimal ControlPolicy IterationStochastic ControlStochastic Differential EquationsStochastic GamesApproximate Nash EquilibriumApproximation Algorithms For EquilibriaDifferential GamesNash Equilibrium ExistenceNash Equilibrium ProblemsOptimization In Stochastic GamesStochastic Collocation

References

17

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Natural Sciences, Mechanical Engineering, Physics +14

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Harold J. Kushner · SIAM Journal on Control and Optimization · 1990 · 1.5K citations

Engineering, Mathematics, Dynamical Systems +13

Spectral Methods in Fluid Dynamics

M. Yousuff Hussaini, T. A. Zang · Annual Review of Fluid Mechanics · 1987 · 1.3K citations

Natural Sciences, Mechanical Engineering, Physics +15

Dynamic noncooperative game theory

European Journal of Operational Research · 1995 · 1.1K citations

Social Sciences, Economics, Mathematics +10

Multi-player non-zero-sum games: Online adaptive learning solution of coupled Hamilton–Jacobi equations

Kyriakos G. Vamvoudakis, Frank L. Lewis · Automatica · 2011 · 503 citations

Natural Sciences, Mathematics, Complex Systems +11