Approximation of value function of differential game with minimal cost

DOI10.35634/vm210402zbMath1483.91043OpenAlexW4200265592MaRDI QIDQ5037481

Publication date: 1 March 2022

Published in: Vestnik Udmurtskogo Universiteta. Matematika. Mekhanika. Komp'yuternye Nauki (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/vuu786

zbMATH Keywords

stochastic guide approximation of value function Isaacs-Bellman equation differential games with minimal cost

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)

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