Numerical Solutions for Stochastic Differential Games With Regime Switching

DOI10.1109/TAC.2007.915169zbMath1367.91028OpenAlexW2151137720MaRDI QIDQ4974150

Qingshuo Song, Zhimin Zhang, G. George Yin

Publication date: 8 August 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2007.915169

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)

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