Numerical solution of quasi-variational inequalities arising in stochastic game theory
type: Item
instance of: scholarly article
title: Numerical solution of quasi-variational inequalities arising in stochastic game theory
zbMATH Open document ID: 0808.93062
DOI: 10.1007/BF01182555
author: S. A. Belbas
author: Isaak Mayergoyz
published in: Applied Mathematics and Optimization
publication date: 1995-01-31T00:00:00Z
Mathematics Subject Classification ID: 91A60
Mathematics Subject Classification ID: 65N06
Mathematics Subject Classification ID: 65N12
zbMATH DE Number: 714736
zbMATH Keywords: Hamilton-Jacobi equations
zbMATH Keywords: finite-difference approximation
zbMATH Keywords: quasi- variational inequalities
zbMATH Keywords: stochastic game
zbMATH Keywords: rate of convergence
zbMATH Keywords: stability of the finite-difference schemes
zbMATH Keywords: continuous-time Markov processes
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 714736