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Numerical analysis of a zero-sum stochastic differential game in a bounded domain - MaRDI portal

Numerical analysis of a zero-sum stochastic differential game in a bounded domain

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Publication:2381888

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zbMath1123.60054MaRDI QIDQ2381888

K. Suresh Kumar

Publication date: 19 September 2007

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Stochastic processes (60G99) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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