Differential games of \(N\) players in stochastic systems with controlled diffusion terms

DOI10.1134/S0005117908050123zbMath1156.49036MaRDI QIDQ1002969

Shang Quang Tun, Sung Xung Li

Publication date: 26 February 2009

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

differential gamesstochastic systemsdifferential Riccati equation

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) (n)-person games, (n>2) (91A06) Stochastic games, stochastic differential games (91A15)

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Relationship between maximum principle and dynamic programming for stochastic differential games of jump diffusions

Cites Work

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• Points de Nash Dans le Cas de Fonctionnelles Quadratiques et Jeux Differentiels lineaires a N Personnes

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