Two different approaches to nonzero-sum stochastic differential games

DOI10.1007/s00245-007-0892-7zbMath1284.91051OpenAlexW2064365600MaRDI QIDQ2384781

Catherine Rainer

Publication date: 10 October 2007

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-007-0892-7

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15)

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