On Martingale Problems with Continuous-Time Mixing and Values of Zero-Sum Games without the Isaacs Condition
From MaRDI portal
Publication:5173265
DOI10.1137/130929977zbMath1307.91020arXiv1307.4686OpenAlexW2055905453MaRDI QIDQ5173265
Publication date: 9 February 2015
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.4686
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games and control (49N70) 2-person games (91A05) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15) Martingales and classical analysis (60G46)
Related Items
Zero-Sum Stochastic Differential Games Without the Isaacs Condition: Random Rules of Priority and Intermediate Hamiltonians, Zero-sum path-dependent stochastic differential games in weak formulation, GANs training: A game and stochastic control approach, Differential games with asymmetric information and without Isaacs' condition, Feedback Stackelberg--Nash Equilibria in Mixed Leadership Games with an Application to Cooperative Advertising, Asymptotic Perron's Method and Simple Markov Strategies in Stochastic Games and Control, Zero-sum risk-sensitive stochastic differential games with reflecting diffusions in the orthant