A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games (Q2232775)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games |
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A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games (English)
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8 October 2021
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stochastic differential games
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nonzero-sum games
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impulse control
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Nash equilibrium
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quasi-variational inequality
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Howard's algorithm
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fixed point policy iteration
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weakly chained diagonally dominant matrix
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