Numerical Approximations for Stochastic Differential Games: The Ergodic Case
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Publication:4652503
DOI10.1137/S0036301290140034zbMath1151.91352MaRDI QIDQ4652503
Publication date: 28 February 2005
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
91A23: Differential games (aspects of game theory)
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
65C40: Numerical analysis or methods applied to Markov chains
91A15: Stochastic games, stochastic differential games
65C30: Numerical solutions to stochastic differential and integral equations
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