Nonzero-Sum Stochastic Differential Games with Discontinuous Feedback

DOI10.1137/S0363012903423715zbMath1077.91011OpenAlexW2081143303MaRDI QIDQ4652579

Paola Mannucci

Publication date: 28 February 2005

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012903423715

zbMATH Keywords

discontinuous feedbackstrongly coupled parabolic systemsnonzero-sum stochastic gameNash point

Mathematics Subject Classification ID

Optimal feedback synthesis (49N35) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15) PDEs with randomness, stochastic partial differential equations (35R60) Applications of operator theory in systems, signals, circuits, and control theory (47N70) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30)

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