Author

Sören Hohmann

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Preprint Aug 2026

Policy Iteration for Linear-Quadratic Stochastic Differential Games with State- and Control-Dependent Noise

The resulting characterization reveals how control-dependent noise, policy-evaluation sensitivity, and update ordering govern local error propagation, and yields explicit sufficient conditions for local linear convergence.

Karl Handwerker, Felix Thömmes, Lucas Günther et al. · 1 citation