The dynamic programming equations for stochastic games with discrete actions

DOI10.1016/0167-6911(88)90064-3MaRDI QIDQ1813192zbMATH OpenOpenAlexFDO

Authors S. A. Belbas

Publication date 25 June 1992

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6911(88)90064-3

Mathematics Subject Classification ID

Variational inequalities (49J40) Dynamic programming in optimal control and differential games (49L20) Probabilistic games; gambling (91A60) Optimal stochastic control (93E20)

Cites work

• A system of elliptic variational inequalities associated with a stochastic switching game
• A System of Nonlinear Partial Differential Equations Arising in the Optimal Control of Stochastic Systems with Switching Costs
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• Nonlinear variational inequalities and differential games with stopping times
• Nonzero-Sum Stochastic Differential Games With Stopping Times and Free Boundary Problems
• Stochastic games and variational inequalities
• Weak solutions of the Hamilton-Jacobi-Bellman equation

Cited in

(1)

• Numerical solution of quasi-variational inequalities arising in stochastic game theory

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