Pathwise average cost per unit time problem for stochastic differential games with a small parameter (Q2754448)
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scientific article; zbMATH DE number 1671087
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pathwise average cost per unit time problem for stochastic differential games with a small parameter |
scientific article; zbMATH DE number 1671087 |
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20 February 2002
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ergodic stochastic differential games
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Pathwise average cost per unit time problem for stochastic differential games with a small parameter (English)
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This paper concerns with two-person zero-sum stochastic differential games. The payoff is an ergodic criterion. The authors prove that the optimal equilibrium policies of the limit process when applied to the physical processes, be an \(S\) equilibrium as parameters \(\varepsilon\to 0\) and \(t\to \infty\). A chattering result is also derived.NEWLINENEWLINEFor the entire collection see [Zbl 0961.00018].
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0.8607842326164246
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0.8367109298706055
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