A convergence method for stochastic differential games with a small parameter

DOI10.1080/07362999908809598zbMath0931.91003OpenAlexW2953870323MaRDI QIDQ4237954

Kandethody M. Ramachandran

Publication date: 8 March 2000

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999908809598

zbMATH Keywords

stochastic differential gamewideband noise driven system\(N\)-person noncooperative gamesoptimal equilibrium policiespayoff structuretwo person zero sum games

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)

Related Items (2)

Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates ⋮ Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates

Cites Work

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• Weak convergence methods and singularly perturbed stochastic control and filtering problems
• Stochastic differential games: Occupation measure based approach
• N-Player Stochastic Differential Games
• On Existence of a Nash Equilibrium Point in N-Person Nonzero Sum Stochastic Differential Games
• Discrete parameter singular control problem with state dependent noise and non-smooth dynamics
• Stochastic Differential Games With a Small Parameter

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