A numerical algorithm for the coupled PDEs control problem
Year of publication: |
2019
|
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Authors: | Yuan, Gonglin ; Li, Xiangrong |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 53.2019, 2, p. 697-707
|
Subject: | Computational complexity | Markov chain | PDE control | Zero-sum game | Markov-Kette | Algorithmus | Algorithm | Mathematische Optimierung | Mathematical programming | Kontrolltheorie | Control theory | Spieltheorie | Game theory |
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