About this document
Dynamic Programming in Game Theory by Nguyen Viet Luan is a document available to read on EtoBox.
1) Dynamic programming can be used to solve optimal control problems by introducing a value function J that satisfies the Hamilton-Jacobi-Bellman equation. This allows the problem to be solved pointwise rather than over infinite-dimensional function spaces. 2) Game theory problems with multiple players trying to minimize objectives can be approached similarly using saddle points and Nash equilibria. The Isaacs equation characterizes saddle point solutions for two-player zero-sum games. 3) Stackelberg eq
- Author
- Nguyen Viet Luan
- Language
- EN