A convergence method for stochastic differential games with a small parameter

DOI10.1080/07362999908809598MaRDI QIDQ4237954zbMATH OpenOpenAlexFDO

Authors K. 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

\(N\)-person noncooperative gamesoptimal equilibrium policiespayoff structurestochastic differential gametwo person zero sum gameswideband noise driven system

Mathematics Subject Classification ID

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

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Cites work

• N-Player Stochastic Differential Games
• Discrete parameter singular control problem with state dependent noise and non-smooth dynamics
• scientific article; zbMATH DE number 3878095 (Why is no real title available?)
• scientific article; zbMATH DE number 3720745 (Why is no real title available?)
• scientific article; zbMATH DE number 53999 (Why is no real title available?)
• Multicriteria decision making and differential games
• On Existence of a Nash Equilibrium Point in N-Person Nonzero Sum Stochastic Differential Games
• Stochastic Differential Games With a Small Parameter
• Stochastic differential games: Occupation measure based approach
• Weak convergence methods and singularly perturbed stochastic control and filtering problems

Cited in

(8)

• Pathwise average cost per unit time problem for stochastic differential games with a small parameter
• Stochastic Differential Games with Multiple Modes and a Small Parameter
• Stochastic Differential Games With a Small Parameter
• Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates
• scientific article; zbMATH DE number 2100911 (Why is no real title available?)
• scientific article; zbMATH DE number 808276 (Why is no real title available?)
• scientific article; zbMATH DE number 970132 (Why is no real title available?)
• Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates

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