Pages that link to "Item:Q4652503"
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The following pages link to Numerical Approximations for Stochastic Differential Games: The Ergodic Case (Q4652503):
Displaying 10 items.
- Bias and overtaking equilibria for zero-sum stochastic differential games (Q438772) (← links)
- Zero-sum ergodic semi-Markov games with weakly continuous transition probabilities (Q1028603) (← links)
- Nash equilibrium approximation of some class of stochastic differential games: a combined Chebyshev spectral collocation method with policy iteration (Q2315865) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- Zero-Sum Risk-Sensitive Stochastic Differential Games (Q2925338) (← links)
- On Differential Games with Long-Time-Average Cost (Q3646700) (← links)
- SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations (Q4641714) (← links)
- Sticky Brownian Motion and Its Numerical Solution (Q5216248) (← links)
- Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations (Q5383902) (← links)
- Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs (Q5426463) (← links)
