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problems with average and expected total discounted optimization criteria, while Chapter three develops a special game … valuable contribution to the important field of computational network theory …
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Partial differential equations -- Elements of the theory of the Stochastic processes -- Partial differential equation … in the consumer theory -- Partial differential equations in the producer theory -- Partial differential equations and … pricing of the financial -- Derivatives -- A theory of boundedly rational behavior -- Partial differential equations in game …
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efficient fixed-point policy-iteration-type algorithm which removes the strong dependence on the initial guess and the … provably convergent single-player impulse control solver is also provided. The main algorithm is used to compute with high … scope of the currently available theory …
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This work presents a novel policy iteration algorithm to tackle nonzero-sum stochastic impulse games arising naturally … and Nash equilibrium via a system of quasi-variational inequalities. While our algorithm is heuristic and we do not …
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