19 search results - page 1 / 4 » Numerical Approximations for Stochastic Differential Games |
SIAMCO
2002
13 years 4 months ago
2002
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...
SIAMCO
2008
13 years 4 months ago
2008
Abstract. In this paper we consider a class of hybrid stochastic games with the piecewise openloop information structure. These games are indexed over a parameter which represents...
DAGSTUHL
2004
13 years 5 months ago
2004
The topic of the talk were the time approximation of quasi linear stochastic partial differential equations of parabolic type. The framework were in the setting of stochastic evolu...
AMC
2008
13 years 4 months ago
2008
This paper discusses the infinite horizon stochastic Nash games with state-dependent noise. After establishing the asymptotic structure along with the positive semidefiniteness for...
MOC
2002
13 years 4 months ago
2002
Using the main ideas of Tanaka, the measure-solution {Pt}t of a 3-dimensional spatially homogeneous Boltzmann equation of Maxwellian molecules without cutoff is related to a Poisso...