Policy iteration algorithms for zero-sum stochastic differential games with long-run average payoff criteria (Q489142)

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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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