Multigrid methods for two‐player zero‐sum stochastic games
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Publication:4921813
DOI10.1002/nla.1815zbMath1274.91059arXiv1107.1653OpenAlexW3125213946MaRDI QIDQ4921813
Marianne Akian, Sylvie Detournay
Publication date: 13 May 2013
Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1107.1653
dynamic programmingHamilton-Jacobi equationpolicy iterationIsaacs equationalgebraic multigrid methodstwo-player zero-sum stochastic games
Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) 2-person games (91A05) Stochastic games, stochastic differential games (91A15)
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Multilevel techniques for the solution of HJB minimum-time control problems, Approximation of discounted minimax Markov control problems and zero-sum Markov games using Hausdorff and Wasserstein distances, Nash equilibrium approximation of some class of stochastic differential games: a combined Chebyshev spectral collocation method with policy iteration
Uses Software
Cites Work
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