A policy iteration algorithm for nonzero-sum stochastic impulse games (Q4967861)
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scientific article; zbMATH DE number 7079330
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A policy iteration algorithm for nonzero-sum stochastic impulse games |
scientific article; zbMATH DE number 7079330 |
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A policy iteration algorithm for nonzero-sum stochastic impulse games (English)
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11 July 2019
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stochastic impulse game
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nonzero-sum game
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Nash equilibrium
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policy iteration
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Howard's algorithm
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quasi-variational inequality
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