Numerical solution of quasi-variational inequalities arising in stochastic game theory (Q1343722): Difference between revisions

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Latest revision as of 11:36, 23 May 2024

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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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