# Approximate solutions of continuous-time stochastic games

arXiv: https://arxiv.org/abs/1602.04785 · HTML: https://mlsanity.com/paper/1602.04785/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 15 Feb 2016.

## Built on by (most cited first, 1 of 1)

- [Towards a Game-theoretic Understanding of Explanation-based Membership Inference Attacks](https://mlsanity.com/paper/2404.07139/) (2024)

## Abstract (arXiv)

The paper is concerned with a zero-sum continuous-time stochastic differential game with a dynamics controlled by a Markov process and a terminal payoff. The value function of the original game is estimated using the value function of a model game. The dynamics of the model game differs from the original one. The general result applied to differential games yields the approximation of value function of differential game by the solution of countable system of ODEs.