Policy iteration algorithms for zero-sum stochastic differential games with long-run average payoff criteria
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Publication:489142
DOI10.1007/s40305-014-0061-zzbMath1304.91029OpenAlexW2078047760WikidataQ115143962 ScholiaQ115143962MaRDI QIDQ489142
Publication date: 27 January 2015
Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40305-014-0061-z
Poisson equationzero-sum stochastic differential gamesbias gameergodic payoff criterionnondegenerate diffusionspolicy iteration algorithmSchäl convergence
Noncooperative games (91A10) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)
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