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19932026
most citedThe Seventh Data Release of the Sloan Digital Sky Survey

5.4k citations

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math.OC2006

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

Q. S. Song, G. Yin

This 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 dy…