Asymptotic Perron's Method and Simple Markov Strategies in Stochastic Games and Control
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Publication:5501201
DOI10.1137/140968926zbMath1336.91017arXiv1402.7030OpenAlexW1568002336MaRDI QIDQ5501201
Publication date: 3 August 2015
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1402.7030
Dynamic programming in optimal control and differential games (49L20) 2-person games (91A05) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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