Numerical Approximations for Nonzero-Sum Stochastic Differential Games

DOI10.1137/050647931zbMath1157.91010OpenAlexW2021519828MaRDI QIDQ3544220

Harold J. Kushner

Publication date: 5 December 2008

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/050647931

zbMATH Keywords

nonzero-sum gamesnumerical methodsstochastic differential gamesMarkov chain approximations

Mathematics Subject Classification ID

Related Items (3)

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