The dynamic programming equations for stochastic games with discrete actions

DOI10.1016/0167-6911(88)90064-3zbMath0850.93743OpenAlexW1968839037MaRDI QIDQ1813192

S. A. Belbas

Publication date: 25 June 1992

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(88)90064-3

Mathematics Subject Classification ID

Variational inequalities (49J40) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Probabilistic games; gambling (91A60)

Related Items

Numerical solution of quasi-variational inequalities arising in stochastic game theory

Cites Work

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