Stochastic games for \(N\) players (Q1586798): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Equilibrium points in <i>n</i> -person games / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Regularity theory for systems of partial differential equations with Neumann boundary conditions. / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3313738 / rank | |||
Normal rank | |||
Latest revision as of 09:59, 3 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic games for \(N\) players |
scientific article |
Statements
Stochastic games for \(N\) players (English)
0 references
19 February 2001
0 references
In this paper some results concerning a class of stochastic differential nonzero-sum games for \(N\) players are presented. The method is the dynamic programming approach. The value functions are the solutions of a system of partial differential equations. From regularity results it is possible to construct continuous feedbacks which represent optimal controls for each player. Then the standard verification approach proves the optimality taken in the sense of Nash.
0 references
stochastic differential nonzero-sum games
0 references
dynamic programming
0 references
0 references
