Publication:1000004

DOI10.1016/j.na.2005.03.009zbMath1224.91011OpenAlexW2080417732MaRDI QIDQ1000004

A. N. V. Rao, Kandethody M. Ramachandran

Publication date: 4 February 2009

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2005.03.009

zbMATH Keywords

differential inequalityasymptotic optimalitydeterministic approximationzero-sum stochastic differential games

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)

Cites Work

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• Semigroups of conditioned shifts and approximation of Markov processes
• Optimal and Approximately Optimal Control Policies for Queues in Heavy Traffic
• Absolutely continuous and singular stochastic control^†
• Nearly Optimal State Feedback Controls for Stochastic Systems with Wideband Noise Disturbances
• Stochastic Differential Games With a Small Parameter
• Deterministic Approximation for Stochastic Control Problems
• On applied nonlinear and bilevel programming for pursuit-evasion games

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