stochastic differential games

RaBVIt-SG, an algorithm for solving Feedback Nash equilibria in Multiplayers Stochastic Differential Games

  • Jorge Herrera de la Cruz
  • Benjamin Ivorra
  • Ángel M. Ramos
    • Categories Applications - OR and Management Sciences, Dynamic Programming, Marketing Tags , , ,

    In a previous work, we have introduced an algorithm, called RaBVItG, used for computing Feedback Nash equilibria of deterministic multiplayers Differential Games. This algorithm is based on a sequence of Game Iterations (i.e., a numerical method to simulate an equilibrium of a Differential Game), combined with Value Iterations (i.e, a numerical method to solve a … Read more