On incremental approximate saddle-point computation in zero-sum matrix games

DOI10.1016/j.automatica.2016.02.018zbMath1338.93184OpenAlexW2297836196MaRDI QIDQ286267

Shaunak D. Bopardikar, Cédric Langbort

Publication date: 20 May 2016

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2016.02.018

zbMATH Keywords

computational methodsscenario approachzero-sum matrix games

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) (n)-person games, (n>2) (91A06)

Related Items (1)

Iterative computation of security strategies of matrix games with growing action set

Cites Work

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• Randomized sampling for large zero-sum games
• Uncertain convex programs: randomized solutions and confidence levels
• Adaptive game playing using multiplicative weights
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• Randomized methods for design of uncertain systems: sample complexity and sequential algorithms
• Simple strategies for large zero-sum games with applications to complexity theory
• Sequential Randomized Algorithms for Robust Convex Optimization
• Linear Programming in O([n3/ln nL) Operations]
• Probabilistic Robust Controller Design: Probable Near Minimax Value and Randomized Algorithms

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