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Nonzero Sum Stochastic Differential Games with Discounted Payoff Criterion: An Approximating Markov Chain Approach - MaRDI portal

Nonzero Sum Stochastic Differential Games with Discounted Payoff Criterion: An Approximating Markov Chain Approach (Q3614798)

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Nonzero Sum Stochastic Differential Games with Discounted Payoff Criterion: An Approximating Markov Chain Approach
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    Nonzero Sum Stochastic Differential Games with Discounted Payoff Criterion: An Approximating Markov Chain Approach (English)
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    10 March 2009
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    stochastic differential game
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    approximating Markov chain
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    Nash equilibrium
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    discounted payoff criterion
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    additive reward-additive transition structure
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