Relative Value Iteration for Stochastic Differential Games
type: Item
instance of: scholarly article
title: Relative Value Iteration for Stochastic Differential Games
zbMATH Open document ID: 1304.91035
DOI: 10.1007/978-3-319-02690-9_1
author: Vivek Borkar
author: K. Suresh Kumar
author: Ari Arapostathis
published in: Annals of the International Society of Dynamic Games
publication date: 2014-10-31T00:00:00Z
full work available at URL: https://arxiv.org/abs/1210.8188
Mathematics Subject Classification ID: 91A23
Mathematics Subject Classification ID: 91A15
zbMATH DE Number: 6363215
zbMATH Keywords: stochastic differential games
zbMATH Keywords: ergodic control
zbMATH Keywords: relative value iteration
zbMATH Keywords: risk-sensitive control
Wikidata QID: Q60167486
MaRDI profile type: Publication
OpenAlex ID: W1801245917
arXiv ID: 1210.8188
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description: scientific article; zbMATH DE number 6363215