Relative Value Iteration for Stochastic Differential Games

DOI10.1007/978-3-319-02690-9_1zbMath1304.91035arXiv1210.8188OpenAlexW1801245917WikidataQ60167486 ScholiaQ60167486MaRDI QIDQ2926593

K. Suresh Kumar, Vivek S. Borkar, Aristotle Arapostathis

Publication date: 31 October 2014

Published in: Annals of the International Society of Dynamic Games (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.8188

zbMATH Keywords

ergodic controlrisk-sensitive controlstochastic differential gamesrelative value iteration

Mathematics Subject Classification ID

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

Related Items (4)

Blackwell-Nash Equilibria in Zero-Sum Stochastic Differential Games ⋮ Open Problem—Convergence and Asymptotic Optimality of the Relative Value Iteration in Ergodic Control ⋮ On the relative value iteration with a risk-sensitive criterion ⋮ Discount-sensitive equilibria in zero-sum stochastic differential games

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