A \(d\)-person differential game with state space constraints
From MaRDI portal
Publication:2480786
DOI10.1007/S00245-007-9011-ZzbMath1133.91327OpenAlexW2056213581MaRDI QIDQ2480786
Publication date: 3 April 2008
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-007-9011-z
Nash equilibriumReflectionDriftConstrained viscosity solutionDeterministic Skorokhod problemDynamic programming principleSemicontinuous envelopeState space constraintsSystem of HJB equationsUtopian equilibrium
Related Items (2)
Some recent aspects of differential game theory ⋮ Multidimensional Insurance Model with Risk-Reducing Treaty
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Singular control with state constraints on unbounded domain
- Reflected Brownian motion on an orthant
- State-dependent stochastic networks. I: Approximation and applications with continuous diffusion limits
- Stochastic differential games: Occupation measure based approach
- Existence and uniqueness of a Nash equilibrium feedback for a simple nonzero-sum differential game
- Stochastic games for \(N\) players
- SDEs with oblique reflection on nonsmooth domains
- An insurance network: Nash equilibrium
- A Subsidy-Surplus Model and the Skorokhod Problem in an Orthant
- Open Queueing Networks in Heavy Traffic
- Hamilton-Jacobi Equations with State Constraints
- Optimal Control with State-Space Constraint I
- On Open- and Closed-Loop Bang-Bang Control in Nonzero-Sum Differential Games
- Small BV Solutions of Hyperbolic Noncooperative Differential Games
- Nonzero-Sum Stochastic Differential Games with Discontinuous Feedback
- Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations
- A lemma of variational distance between maximal functions with application to the skorokhod problem in a nonnegative orthant with state-dependent reflection directions
- An Escape-Time Criterion for Queueing Networks: Asymptotic Risk-Sensitive Control via Differential Games
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
This page was built for publication: A \(d\)-person differential game with state space constraints
