Differential inequality approach for deterministic approximation in two person zero-sum stochastic differential games

DOI10.1016/j.na.2005.03.009zbMath1224.91011OpenAlexW2080417732MaRDI QIDQ1000004

A. N. V. Rao, Kandethody M. Ramachandran

Publication date: 4 February 2009

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2005.03.009

zbMATH Keywords

differential inequalityasymptotic optimalitydeterministic approximationzero-sum stochastic differential games

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)

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