Existence of Saddle Points in Discrete Markov Games and Its Application in Numerical Methods for Stochastic Differential Games

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dc.creatorSong, Q. S.
dc.creatorYin, G.
dc.date2006-03-25
dc.date.accessioned2026-07-07T07:07:13Z
dc.date.available2026-07-07T07:07:13Z
dc.descriptionThis work establishes sufficient conditions for existence of saddle points in discrete Markov games. The result reveals the relation between dynamic games and static games using dynamic programming equations. This result enables us to prove existence of saddle points of non-separable stochastic differential games of regime-switching diffusions under appropriate conditions.
dc.description6 pages
dc.identifierhttps://arxiv.org/abs/math/0603600
dc.identifierhttp://arxiv.org/abs/math/0603600
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/110314
dc.subjectOptimization and Control
dc.subjectNumber Theory
dc.subjectProbability
dc.subject49N70; 37N35; 91A50
dc.titleExistence of Saddle Points in Discrete Markov Games and Its Application in Numerical Methods for Stochastic Differential Games
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