Bolei Di, Andrew G. Lamperski. Newton's Method, Bellman Recursion and Differential Dynamic Programming for Unconstrained Nonlinear Dynamic Games. Dynamic Games and Applications, 12(2):394-442, 2022. [doi]
@article{DiL22,
title = {Newton's Method, Bellman Recursion and Differential Dynamic Programming for Unconstrained Nonlinear Dynamic Games},
author = {Bolei Di and Andrew G. Lamperski},
year = {2022},
doi = {10.1007/s13235-021-00399-8},
url = {https://doi.org/10.1007/s13235-021-00399-8},
researchr = {https://researchr.org/publication/DiL22},
cites = {0},
citedby = {0},
journal = {Dynamic Games and Applications},
volume = {12},
number = {2},
pages = {394-442},
}