Parameter-free sampled fictitious play for solving deterministic dynamic programming problems

DOI10.1007/S10957-015-0798-5MaRDI QIDQ289136zbMATH OpenOpenAlexFDO

Authors Irina S. Dolinskaya, Marina Epelman, Esra Şişikoğlu Sir, Robert L. Smith

Publication date 27 May 2016

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-015-0798-5

zbMATH Keywords

dynamic programmingmaritime navigationsampled fictitious play

Mathematics Subject Classification ID

Dynamic programming (90C39) Applications of game theory (91A80) Parallel algorithms in computer science (68W10)

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• Sampled fictitious play for approximate dynamic programming

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