Some classes of imperfect information finite state-space stochastic fames with finite-dimensional solutions

Applied Mathematics and Optimization

Volumn 50, Issue 2, 2004, Pages 87-118

  McEneaney, William M ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Certainty equivalence; Dynamic games; Imperfect information; Markov chains; Stochastic games

Indexed keywords

DISCRETE TIME CONTROL SYSTEMS; DYNAMIC PROGRAMMING; FUNCTIONS; MARKOV PROCESSES; OPTIMIZATION; PROBABILITY DISTRIBUTIONS; PROBLEM SOLVING; RANDOM PROCESSES;

CERTAINTY EQUIVALENCE; DYNAMIC GAMES; IMPERFECT INFORMATION; STOCHASTIC GAMES;

GAME THEORY;

EID: 21144447641     PISSN: 00954616     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00245-004-0793-y     Document Type: Article

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