Solution of a functional equation arising in continuous games: A dynamic programming approach

Solution of a functional equation arising in continuous games: A dynamic programming approach

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Article ID: iaor2004665
Country: United States
Volume: 41
Issue: 3
Start Page Number: 820
End Page Number: 825
Publication Date: Sep 2002
Journal: SIAM Journal On Control and Optimization
Authors: ,
Keywords: programming: dynamic
Abstract:

This paper deals with a functional equation in a zero-sum continuous game. The existence of the solution for this equation is proved through a dynamic programming approach. Also, the authors have tried to prove the uniqueness and effectiveness of the solution.

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