Relative value iteration for stochastic differential games

Annals of the International Society of Dynamic Games

Volumn 13, Issue , 2013, Pages 3-27

  Arapostathis, Ari ^a   Borkar, Vivek S ^b   Kumar, K Suresh ^b  

^a The University of Texas at Austin   (United States)

^b INDIAN INSTITUTE OF TECHNOLOGY BOMBAY   (India)

Author keywords

Ergodic control; Relative value iteration; Risk sensitive control; Stochastic differential games

Indexed keywords

EID: 85044324976     PISSN: 24740179     EISSN: 24740187     Source Type: Book Series    
DOI: 10.1007/978-3-319-02690-9_1     Document Type: Chapter

References (13)

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