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Relative Value Iteration for Stochastic Differential Games - MaRDI portal

Relative Value Iteration for Stochastic Differential Games (Q2926593)

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scientific article; zbMATH DE number 6363215
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Relative Value Iteration for Stochastic Differential Games
scientific article; zbMATH DE number 6363215

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    Relative Value Iteration for Stochastic Differential Games (English)
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    31 October 2014
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    stochastic differential games
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    ergodic control
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    relative value iteration
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    risk-sensitive control
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