Pages that link to "Item:Q4785644"
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The following pages link to Numerical Approximations for Stochastic Differential Games (Q4785644):
Displayed 17 items.
- Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model (Q282274) (← links)
- Differential games with incomplete information on a continuum of initial positions and without Isaacs condition (Q291205) (← links)
- Policy iteration algorithms for zero-sum stochastic differential games with long-run average payoff criteria (Q489142) (← links)
- A probabilistic-numerical approximation for an obstacle problem arising in game theory (Q1935502) (← links)
- Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods (Q2015641) (← links)
- Newton's method, Bellman recursion and differential dynamic programming for unconstrained nonlinear dynamic games (Q2150657) (← links)
- Stochastic differential games: a sampling approach via FBSDEs (Q2280204) (← links)
- Nash equilibrium approximation of some class of stochastic differential games: a combined Chebyshev spectral collocation method with policy iteration (Q2315865) (← links)
- Saddle points of discrete Markov zero-sum game with stopping (Q2391503) (← links)
- Convergence of Markov chain approximation on generalized HJB equation and its applications (Q2440656) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- A survey of numerical solutions for stochastic control problems: some recent progress (Q2673253) (← 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)
- Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs (Q5697585) (← links)
- Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria (Q6126973) (← links)