Nonzero Sum Stochastic Differential Games with Discounted Payoff Criterion: An Approximating Markov Chain Approach

K. Suresh Kumar. Nonzero Sum Stochastic Differential Games with Discounted Payoff Criterion: An Approximating Markov Chain Approach. SIAM J. Control and Optimization, 47(1):374-395, 2008. [doi]

Abstract

Abstract is missing.