Approximate Solutions of Continuous-Time Stochastic Games
From MaRDI portal
Publication:2822796
DOI10.1137/16M1062247zbMath1410.91044arXiv1602.04785OpenAlexW2962759313WikidataQ57919046 ScholiaQ57919046MaRDI QIDQ2822796
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
differential gamesextremal shiftcontinuous-time stochastic gamesstrategy with memorynear optimal strategies
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
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Continuous dependence estimates and homogenization of quasi-monotone systems of fully nonlinear second order parabolic equations
- Extremal shift rule for continuous-time zero-sum Markov games
- On a differential interception game
- Stochastic differential games. Theory and applications
- Stochastic guide for a time-delay object in a positional differential game
- Stochastic control in a differential game
- Ordinary differential equations in Banach spaces
- Backward-forward SDE's and stochastic differential games
- Approximation in a differential game
- Markov processes, semigroups and generators.
- Controlled Markov processes and viscosity solutions
- Existence of value and of saddle points for differential games of pursuit and evasion
- Unification of differential games, generalized solutions of the Hamilton-Jacobi equations, and a stochastic guide
- Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations
- The Existence of Value in Stochastic Differential Games
- Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates
- Backward equations, stochastic control and zero-sum stochastic differential games
- Existence of Saddle Points in Differential Games
- Values in differential games
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
This page was built for publication: Approximate Solutions of Continuous-Time Stochastic Games
