Numerical Solutions for Stochastic Differential Games With Regime Switching

DOI10.1109/TAC.2007.915169zbMath1367.91028MaRDI QIDQ4974150

Qingshuo Song, Zhimin Zhang, G. George Yin

Publication date: 8 August 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2007.915169

Mathematics Subject Classification ID

65C20: Probabilistic models, generic numerical methods in probability and statistics

91A23: Differential games (aspects of game theory)

91A15: Stochastic games, stochastic differential games

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