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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：The complexity of computing Markov perfect equilibrium in general-sum stochastic games
一般 随机博弈 马尔可夫完美均衡 计算复杂性
2023/5/12
Similar to the role of Markov decision processes in reinforcement learning, Markov games (also known as stochastic games) form the basis for the study of multi-agent reinforcement learning and sequenc...
Time-Inconsistent Optimal Control Problems and the Equilibrium HJB Equation
time-inconsistent optimal control problem equilibrium value function equilibrium Hamilton Jacobi-Bellman equation
2012/4/18
A general time-inconsistent optimal control problem is considered for stochastic differential equations with deterministic coefficients. Under suitable conditions, a Hamilton-Jacobi-Bellman type equat...
Equivalent Bilevel Programming Form for the Generalized Nash Equilibrium Problem
Generalized Nash equilibrium point Bilevel Programming efficient solution optimal solution
2011/11/17
Generalized Nash Equilibrium problem is widely used but hard to solve. In this paper, we transform the generalized Nash game into a special bilevel programming with one leader and multi-followers by s...