Numerical Approximations for Stochastic Differential Games: The Ergodic Case (Q4652503)
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scientific article; zbMATH DE number 2139046
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Approximations for Stochastic Differential Games: The Ergodic Case |
scientific article; zbMATH DE number 2139046 |
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Numerical Approximations for Stochastic Differential Games: The Ergodic Case (English)
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28 February 2005
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stochastic differential games
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numerical methods
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Markov chain approximations
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