Relative Value Iteration for Stochastic Differential Games (Q2926593): Difference between revisions

@@ Property / author @@
-Aristotle Arapostathis
@@ Property / author: Aristotle Arapostathis / rank @@
-Normal rank
@@ Property / author @@
+Aristotle Arapostathis
@@ Property / author: Aristotle Arapostathis / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1801245917
@@ Property / OpenAlex ID: W1801245917 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.8188
@@ Property / arXiv ID: 1210.8188 / rank @@
+Normal rank
@@ Property / cites work @@
+A Relative Value Iteration Algorithm for Nondegenerate Controlled Diffusions
+Normal rank
@@ Property / cites work @@
+Ergodic Control of Diffusion Processes
@@ Property / cites work: Ergodic Control of Diffusion Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Stability in distribution for a class of singular diffusions
+Normal rank
@@ Property / cites work @@
+Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems
+Normal rank
@@ Property / cites work @@
+Stochastic differential games: Occupation measure based approach
+Normal rank
@@ Property / cites work @@
+Singular Perturbations in Risk-Sensitive Stochastic Control
+Normal rank
@@ Property / cites work @@
+Risk-Sensitive Control on an Infinite Time Horizon
+Normal rank
@@ Property / cites work @@
+Q5187597
@@ Property / cites work: Q5187597 / rank @@
+Normal rank
@@ Property / cites work @@
+Harnack inequalities for solutions of general second order parabolic equations and estimates of their Hölder constants
+Normal rank
@@ Property / cites work @@
+Q5548525
@@ Property / cites work: Q5548525 / rank @@
+Normal rank
@@ Property / cites work @@
+Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
+Normal rank
@@ Property / cites work @@
+Dynamic programming, Markov chains, and the method of successive approximations
+Normal rank
@@ Property / cites work @@
+Q3997540
@@ Property / cites work: Q3997540 / rank @@
+Normal rank