Numerical Approximations for Nonzero-Sum Stochastic Differential Games
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Publication:3544220
DOI10.1137/050647931zbMath1157.91010MaRDI QIDQ3544220
Publication date: 5 December 2008
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/050647931
91A23: Differential games (aspects of game theory)
65C40: Numerical analysis or methods applied to Markov chains
91A15: Stochastic games, stochastic differential games
65C30: Numerical solutions to stochastic differential and integral equations
60F17: Functional limit theorems; invariance principles
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