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Latest revision as of 22:07, 19 April 2024

scientific article; zbMATH DE number 7079330
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English
A policy iteration algorithm for nonzero-sum stochastic impulse games
scientific article; zbMATH DE number 7079330

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    A policy iteration algorithm for nonzero-sum stochastic impulse games (English)
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    11 July 2019
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    stochastic impulse game
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    nonzero-sum game
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    Nash equilibrium
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    policy iteration
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    Howard's algorithm
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    quasi-variational inequality
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