A class of continuous-time general-sum stochastic differential games is made linearly solvable via multivariate Cole-Hopf transformation, allowing efficient Feynman-Kac computation of Nash equilibria.
Relative entropy and free energy dualities: Connections to path integral and kl control
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.OC 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Linearly Solvable Continuous-Time General-Sum Stochastic Differential Games
A class of continuous-time general-sum stochastic differential games is made linearly solvable via multivariate Cole-Hopf transformation, allowing efficient Feynman-Kac computation of Nash equilibria.