Numerical Methods for Non-Zero-Sum Stochastic Differential Games: Convergence of the Markov Chain Approximation Method
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Publisher
Springer New York
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http://link.springer.com/content/pdf/10.1007/978-0-387-75111-5_4.pdf
Reference19 articles.
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5. R.J. ELLIOTT AND N.J. KALTON. Existence of value in differential games, Mem. AMS, 126. Amer. Math. Soc, Providence, RI, 1974.
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