Numerical solution of quasi-variational inequalities arising in stochastic game theory (Q1343722): Difference between revisions
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English | Numerical solution of quasi-variational inequalities arising in stochastic game theory |
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Numerical solution of quasi-variational inequalities arising in stochastic game theory (English)
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31 January 1995
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Hamilton-Jacobi equations
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finite-difference approximation
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quasi- variational inequalities
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stochastic game
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rate of convergence
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stability of the finite-difference schemes
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continuous-time Markov processes
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