Nash equilibrium approximation of some class of stochastic differential games: a combined Chebyshev spectral collocation method with policy iteration (Q2315865)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nash equilibrium approximation of some class of stochastic differential games: a combined Chebyshev spectral collocation method with policy iteration |
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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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