On Synchronous, Asynchronous, and Randomized Best-Response Schemes for Stochastic Nash Games
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Publication:5108262
DOI10.1287/moor.2018.0986zbMath1437.91047arXiv1704.04578OpenAlexW2981398825WikidataQ126986363 ScholiaQ126986363MaRDI QIDQ5108262
Jinlong Lei, Suvrajeet Sen, Uday V. Shanbhag, Jong-Shi Pang
Publication date: 30 April 2020
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1704.04578
stochastic optimizationnoncooperative gamesstochastic Nash gamesbest-response schemesnoncooperative/stochastic programming
Noncooperative games (91A10) Stochastic programming (90C15) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Portfolio theory (91G10) Algorithmic game theory and complexity (91A68)
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