Nash-equilibrium in stochastic differential games
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Publication:3783179
DOI10.1016/0898-1221(86)90060-XzbMath0641.93056MaRDI QIDQ3783179
Publication date: 1986
Published in: Computers & Mathematics with Applications (Search for Journal in Brave)
Bellman equationIto stochastic differential equationsLinear-quadratic gamesN-person nonzero-sum gamesNash- equilibrium
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)
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