Stochastic Nash Equilibrium Seeking for Games with General Nonlinear Payoffs

DOI10.1137/100811738zbMath1239.60047OpenAlexW2034928886WikidataQ59621683 ScholiaQ59621683MaRDI QIDQ3097559

Krstić, Miroslav, Shu-Jun Liu

Publication date: 10 November 2011

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/0af6d4f507dea40755f6e5876bbf48def958bbec

zbMATH Keywords

Nash equilibriumstochastic averagingstochastic equilibrium seeking

Mathematics Subject Classification ID

Noncooperative games (91A10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Stochastic learning and adaptive control (93E35) Stochastic systems in control theory (general) (93E03)

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