Sciweavers

Free Online Productivity Tools i2Speak i2Symbol i2OCR iTex2Img iWeb2Print iWeb2Shot i2Type iPdf2Split iPdf2Merge i2Bopomofo i2Arabic i2Style i2Image i2PDF iLatex2Rtf Sci2ools

7

SIAMCO
2002

favoriteEmaildiscussreport

92views more SIAMCO 2002»

Numerical Approximations for Stochastic Differential Games

13 years 4 months ago

Numerical Approximations for Stochastic Differential Games

Download www.dam.brown.edu

The Markov chain approximation method is a widely used, relatively easy to use, and efficient family of methods for the bulk of stochastic control problems in continuous time, for re

Harold J. Kushner

Real-time Traffic

Ergodic Cost Criterion | Markov Chain | Numerical Method | SIAMCO 2002 |

claim paper

Related Content

» Singularly Perturbed Piecewise Deterministic Games

» Numerical Approximation of Parabolic Stochastic Partial Differential Equations

» Numerical solution of stochastic Nash games with statedependent noise for weakly coupled l...

» A stochastic particle numerical method for 3D Boltzmann equations without cutoff

» Stochastic learning solution for distributed discrete power control game in wireless data ...

» Stronger Computational Modelling of Signalling Pathways Using Both Continuous and Discrete...

» Asymptotic Stability of a JumpDiffusion Equation and Its Numerical Approximation

» Modeling and inversion of net ecological exchange data using an Ito stochastic differentia...

» A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random In...

Post Info
More Details (n/a)

Added	23 Dec 2010
Updated	23 Dec 2010
Type	Journal
Year	2002
Where	SIAMCO
Authors	Harold J. Kushner

Comments (0)