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

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+A Relative Value Iteration Algorithm for Nondegenerate Controlled Diffusions
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@@ Property / cites work @@
+Ergodic Control of Diffusion Processes
@@ Property / cites work: Ergodic Control of Diffusion Processes / rank @@
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@@ Property / cites work @@
+Stability in distribution for a class of singular diffusions
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+Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems
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+Stochastic differential games: Occupation measure based approach
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+Singular Perturbations in Risk-Sensitive Stochastic Control
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+Risk-Sensitive Control on an Infinite Time Horizon
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+Q5187597
@@ Property / cites work: Q5187597 / rank @@
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@@ Property / cites work @@
+Harnack inequalities for solutions of general second order parabolic equations and estimates of their Hölder constants
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+Q5548525
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@@ Property / cites work @@
+Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
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+Dynamic programming, Markov chains, and the method of successive approximations
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@@ Property / cites work @@
+Q3997540
@@ Property / cites work: Q3997540 / rank @@
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+Publication:2926593