Numerical approximations for stochastic differential games: The ergodic case

SIAM Journal on Control and Optimization

Volumn 42, Issue 6, 2004, Pages 1911-1933

  Kushner, Harold J ^a  

^a BROWN UNIVERSITY   (United States)

Author keywords

Markov chain approximations; Numerical methods; Stochastic differential games

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; FEEDBACK CONTROL; GAME THEORY; MARKOV PROCESSES; MATHEMATICAL MODELS; MATHEMATICAL TRANSFORMATIONS; PROBLEM SOLVING; QUEUEING NETWORKS; SET THEORY;

COMPLEX VARIATIONAL PROBLEMS; MARKOV CHAIN APPROXIMATION; RISK SENSITIVE CONTROL; STOCHASTIC DIFFERENTIAL GAMES;

STOCHASTIC CONTROL SYSTEMS;

EID: 7244258377     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0036301290140034     Document Type: Article

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