A policy iteration algorithm for nonzero-sum stochastic impulse games (Q4967861)

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scientific article; zbMATH DE number 7079330
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    A policy iteration algorithm for nonzero-sum stochastic impulse games
    scientific article; zbMATH DE number 7079330

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      A policy iteration algorithm for nonzero-sum stochastic impulse games (English)
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      11 July 2019
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      stochastic impulse game
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      nonzero-sum game
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      Nash equilibrium
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      policy iteration
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      Howard's algorithm
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      quasi-variational inequality
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