Reinforcement learning for exploratory linear-quadratic two-person zero-sum stochastic differential games
From MaRDI portal
Publication:2700375
DOI10.1016/j.amc.2022.127763OpenAlexW4311970251MaRDI QIDQ2700375
Publication date: 21 April 2023
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2022.127763
Game theory (91Axx) Stochastic systems and control (93Exx) Miscellaneous topics in calculus of variations and optimal control (49Nxx)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Computation of the stabilizing solution of game theoretic Riccati equation arising in stochastic \(H_\infty\) control problems
- Two-person zero-sum linear quadratic stochastic differential games by a Hilbert space method
- An iterative algorithm to solve state-perturbed stochastic algebraic Riccati equations in LQ zero-sum games
- Another approach to the existence of value functions of stochastic differential games
- Exploratory LQG mean field games with entropy regularization
- Stackelberg games for model-free continuous-time stochastic systems based on adaptive dynamic programming
- Simultaneous policy update algorithms for learning the solution of linear continuous-time \(H_{\infty}\) state feedback control
- Adaptive dynamic programming for online solution of a zero-sum differential game
- Adaptive Dynamic Programming for Stochastic Systems With State and Control Dependent Noise
- Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon
- A Leader-Follower Stochastic Linear Quadratic Differential Game
- Robust Adaptive Dynamic Programming
- Handbook of Dynamic Game Theory
- Two-Person Zero-Sum Stochastic Linear-Quadratic Differential Games
- Optimal Adaptive Control and Differential Games by Reinforcement Learning Principles
- An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach
- Values in differential games
- Entropy Regularization for Mean Field Games with Learning
- Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method