Pages that link to "Item:Q2174009"
From MaRDI portal
The following pages link to Two-player zero-sum stochastic differential games with regime switching (Q2174009):
Displaying 8 items.
- Linear-quadratic stochastic leader-follower differential games for Markov jump-diffusion models (Q2103699) (← links)
- Non-zero sum differential game for stochastic Markovian jump systems with partially unknown transition probabilities (Q2235377) (← links)
- Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions (Q6175599) (← links)
- Dynamic programming principle for one kind of stochastic recursive optimal control problem with Markovian switching (Q6556594) (← links)
- Stochastic differential games with controlled regime-switching (Q6563145) (← links)
- Optimal control and zero-sum game subject to differential equations with Liu processes and random matrices (Q6565712) (← links)
- Two-player zero-sum stochastic differential games with regime switching and corresponding Hamilton-Jacobi-Bellman-Isaacs' equations (Q6599738) (← links)
- Multidimensional indefinite stochastic Riccati equations and zero-sum stochastic linear-quadratic differential games with non-Markovian regime switching (Q6658237) (← links)