Newton’s Method, Bellman Recursion and Differential Dynamic Programming for Unconstrained Nonlinear Dynamic Games

Dynamic games arise when multiple agents with differing objectives control a dynamic system. They model a wide variety of applications in economics, defense, energy systems and etc. However, compared to single-agent control problems, the computational methods for dynamic games are relatively limited...

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Vydané v:	Dynamic games and applications Ročník 12; číslo 2; s. 394 - 442
Hlavní autori:	Di, Bolei, Lamperski, Andrew
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	New York Springer US 01.06.2022 Springer Nature B.V
Predmet:	Algorithms Approximation Communications Engineering Computer Systems Organization and Communication Networks Dynamic programming Dynamical systems Economic models Economic Theory/Quantitative Economics/Mathematical Methods Economics Game Theory Games Management Science Mathematics Mathematics and Statistics Multiagent systems Networks Nonlinear dynamics Operations Research Optimal control Social and Behav. Sciences Noncooperative dynamic games Feedback Nash equilibrium Newton’s method Differential dynamic programming Open-loop Nash equilibrium
ISSN:	2153-0785, 2153-0793
On-line prístup:	Získať plný text
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