DISTRIBUTED ALGORITHM FOR THE COMPUTATION OF NASH EQUILIBRIA IN LINEAR STOCHASTIC DIFFERENTIAL GAMES.

Keyphrases

• Affine Policies 50%
• Decision Process 50%
• Distributed Algorithms 100%
• Distributed Computation 50%
• Existence of Nash Equilibria 50%
• Linear Quadratic Differential Games 50%
• Nash Equilibrium 100%
• Noisy Measurements 50%
• Policy Space 50%
• Probabilistic Model 100%
• Stochastic Differential Game 100%
• Two-person 50%
• Underlying Distribution 50%
• Uniqueness of Nash Equilibrium 50%

Computer Science

• Decision Process 50%
• Distributed Algorithm 100%
• Distributed Computation 50%
• Iteration Converges 50%
• Nash Equilibrium 100%
• Probabilistic Modeling 50%
• Stochastic Differential 100%
• Underlying Distribution 50%

Mathematics

• Decision Process 50%
• Differential Game 100%
• Gaussian Distribution 50%
• Initial State 50%
• Nash Equilibrium 100%
• Stochastic Differential 100%
• Stochastics 50%
• Underlying Distribution 50%