Numerical approximations for stochastic differential games

SIAM Journal on Control and Optimization

Volumn 41, Issue 2, 2003, Pages 457-486

  Kushner, Harold J ^a  

^a BROWN UNIVERSITY   (United States)

Author keywords

Markov chain approximations; Numerical methods; Stochastic differential games

Indexed keywords

APPROXIMATION THEORY; CONVERGENCE OF NUMERICAL METHODS; DIFFERENTIAL EQUATIONS; GAME THEORY; MARKOV PROCESSES; PROBABILITY;

STOCHASTIC DIFFERENTIAL GAMES;

STOCHASTIC CONTROL SYSTEMS;

EID: 0037249094     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012901389457     Document Type: Article

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