Policy iteration algorithms for zero-sum stochastic differential games with long-run average payoff criteria (Q489142)
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English | Policy iteration algorithms for zero-sum stochastic differential games with long-run average payoff criteria |
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Policy iteration algorithms for zero-sum stochastic differential games with long-run average payoff criteria (English)
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27 January 2015
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ergodic payoff criterion
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zero-sum stochastic differential games
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policy iteration algorithm
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nondegenerate diffusions
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Poisson equation
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Schäl convergence
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bias game
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