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

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scientific article; zbMATH DE number 6391365
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    Policy iteration algorithms for zero-sum stochastic differential games with long-run average payoff criteria
    scientific article; zbMATH DE number 6391365

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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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