Differential inequality approach for deterministic approximation in two person zero-sum stochastic differential games
From MaRDI portal
Publication:1000004
DOI10.1016/j.na.2005.03.009zbMath1224.91011MaRDI QIDQ1000004
Kandethody M. Ramachandran, A. N. V. Rao
Publication date: 4 February 2009
Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.na.2005.03.009
differential inequality; asymptotic optimality; deterministic approximation; zero-sum stochastic differential games
91A23: Differential games (aspects of game theory)
91A15: Stochastic games, stochastic differential games