Nash equilibrium approximation of some class of stochastic differential games: a combined Chebyshev spectral collocation method with policy iteration (Q2315865)
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scientific article; zbMATH DE number 7085911
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| English | Nash equilibrium approximation of some class of stochastic differential games: a combined Chebyshev spectral collocation method with policy iteration |
scientific article; zbMATH DE number 7085911 |
Statements
Nash equilibrium approximation of some class of stochastic differential games: a combined Chebyshev spectral collocation method with policy iteration (English)
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26 July 2019
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nonzero-sum stochastic games
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Nash equilibrium solution
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coupled HJ equations
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Chebyshev spectral collocation method
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policy iteration
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operational matrix of derivative
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0.8002439737319946
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0.7927454710006714
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0.7877128720283508
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0.7833114862442017
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