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Pré-Publication, Document De Travail Année : 2021

A dynamical neural network for solving stochastic two-player zero-sum games

Dawen Wu
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Résumé

This paper presents a dynamical neural network approach to solve stochastic two-players zero-sum game problems. The original problem is first transformed into an equivalent convex second-order cone programming problem. We develop a dynamical neural network model to solve the problem, where the model's equilibrium point corresponds to the optimal solution of the game problem. Further, we use a Lyapunov function to show that the equilibrium point of the neural network is globally asymptotically stable. Numerical results are given to show the performance of our approach.
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Dates et versions

hal-03345923 , version 1 (16-09-2021)

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  • HAL Id : hal-03345923 , version 1

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Dawen Wu, Abdel Lisser. A dynamical neural network for solving stochastic two-player zero-sum games. 2021. ⟨hal-03345923⟩
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