Policy iteration algorithms for zero-sum stochastic differential games with long-run average payoff criteria
DOI10.1007/S40305-014-0061-ZzbMATH Open1304.91029OpenAlexW2078047760WikidataQ115143962 ScholiaQ115143962MaRDI QIDQ489142FDOQ489142
Publication date: 27 January 2015
Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40305-014-0061-z
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Poisson equationzero-sum stochastic differential gamesbias gameergodic payoff criterionnondegenerate diffusionspolicy iteration algorithm[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Sch%EF%BF%BD%EF%BF%BDl+convergence&go=Go Sch��l convergence]
Noncooperative games (91A10) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)
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