Construction of asymptotically optimal controls for control and game problems (Q1265415)
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scientific article; zbMATH DE number 1203671
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| English | Construction of asymptotically optimal controls for control and game problems |
scientific article; zbMATH DE number 1203671 |
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Construction of asymptotically optimal controls for control and game problems (English)
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26 July 1999
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A control, near to a Nash equilibrium point, is constructed for an \(n\)-person game whose state dynamics is described by a diffusion process with controlled drift. The analysis is based on the approximation of the associated backward stochastic differential equation.
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approximation of the backward stochastic differential equation
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Nash equilibrium
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\(n\)-person game
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0.9360941
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0.92477417
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0.91055894
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0.90782833
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