Sampled fictitious play for approximate dynamic programming

DOI10.1016/J.COR.2011.01.023zbMATH Open1215.90048OpenAlexW2085697350MaRDI QIDQ547121FDOQ547121

Authors: Archis Ghate, Robert L. Smith, Marina Epelman 

Publication date: 30 June 2011

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2011.01.023

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• A Fictitious Play Approach to Large-Scale Optimization
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zbMATH Keywords

stochastic dynamic optimizationcomputational game theorysimulation optimization

Mathematics Subject Classification ID

Dynamic programming (90C39) Applications of game theory (91A80) Stochastic programming (90C15) Rationality and learning in game theory (91A26)

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Cited In (6)

• Fictitious play in zero-sum stochastic games
• Parameter-free sampled fictitious play for solving deterministic dynamic programming problems
• A Fictitious Play Approach to Large-Scale Optimization
• Convergence of deep fictitious play for stochastic differential games
• Deep fictitious play for stochastic differential games
• SOLVING LARGE GAMES WITH SIMULATED FICTITIOUS PLAY

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