Discounted Robust Stochastic Games and an Application to Queueing Control
From MaRDI portal
Publication:3098760
DOI10.1287/opre.1110.0931zbMath1233.91028OpenAlexW1986872757MaRDI QIDQ3098760
Erim Kardeş, Randolph W. Hall, Fernando Ordóñez
Publication date: 18 November 2011
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/046bf9646343acfee1181cc5c41be7c0a358657e
Queues and service in operations research (90B22) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15)
Related Items (11)
On discounted stochastic games with incomplete information on payoffs and a security application ⋮ A robust optimization approach for solving two-person games under interval uncertainty ⋮ Distributionally robust equilibrium for continuous games: Nash and Stackelberg models ⋮ Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance ⋮ Linear quadratic mean-field game with volatility uncertainty ⋮ A survey of decision making and optimization under uncertainty ⋮ Recent advances in robust optimization: an overview ⋮ Robust Adversarial Risk Analysis: A Level-k Approach ⋮ Globalized robust Markov perfect equilibrium for discounted stochastic games and its application on intrusion detection in wireless sensor networks. I. Theory ⋮ Environmental game modeling with uncertainties ⋮ A differentiable path-following method to compute subgame perfect equilibria in stationary strategies in robust stochastic games and its applications
This page was built for publication: Discounted Robust Stochastic Games and an Application to Queueing Control
