The Gauss–Seidel Numerical Procedure for Markov Stochastic Games

DOI10.1109/TAC.2004.835402zbMath1366.91017OpenAlexW2131999241MaRDI QIDQ5273896

Harold J. Kushner

Publication date: 12 July 2017

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

Full work available at URL: https://doi.org/10.1109/tac.2004.835402

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Iterative numerical methods for linear systems (65F10) Computational methods for problems pertaining to game theory, economics, and finance (91-08)

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