Approximate Solutions of Continuous-Time Stochastic Games

DOI10.1137/16M1062247zbMath1410.91044arXiv1602.04785OpenAlexW2962759313WikidataQ57919046 ScholiaQ57919046MaRDI QIDQ2822796

Yu. V. Averboukh

Publication date: 5 October 2016

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.04785

zbMATH Keywords

differential gamesextremal shiftcontinuous-time stochastic gamesstrategy with memorynear optimal strategies

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) 2-person games (91A05) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)

Related Items (6)

Approximation of value function of differential game with minimal cost ⋮ Differential game with discrete stopping time ⋮ Approximate Public-Signal Correlated Equilibria for Nonzero-Sum Differential Games ⋮ Lattice approximations of the first-order mean field type differential games ⋮ Unnamed Item ⋮ A differential game with the possibility of early termination

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