Reinforcement learning for exploratory linear-quadratic two-person zero-sum stochastic differential games
Author
Abstract
Suggested Citation
DOI: 10.1016/j.amc.2022.127763
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Liu, Xikui & Ge, Yingying & Li, Yan, 2019. "Stackelberg games for model-free continuous-time stochastic systems based on adaptive dynamic programming," Applied Mathematics and Computation, Elsevier, vol. 363(C), pages 1-1.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Tian, Xiu-Qin & Liu, Shu-Jun & Yang, Xue, 2024. "Stochastic adaptive linear quadratic nonzero-sum differential games," Applied Mathematics and Computation, Elsevier, vol. 477(C).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Tian, Xiu-Qin & Liu, Shu-Jun & Yang, Xue, 2024. "Stochastic adaptive linear quadratic nonzero-sum differential games," Applied Mathematics and Computation, Elsevier, vol. 477(C).
- Liu, Chong & Zhang, Huaguang & Luo, Yanhong & Zhang, Kun, 2021. "Echo state network-based online optimal control for discrete-time nonlinear systems," Applied Mathematics and Computation, Elsevier, vol. 409(C).
More about this item
Keywords
Reinforcement learning; Entropy regularization; Stochastic differential game; Linear-quadratic problem;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:apmaco:v:442:y:2023:i:c:s0096300322008311. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/applied-mathematics-and-computation .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.