Optimal Play in a Stochastic Differential Game
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Cited in
(30)- Prior play in a deterministic differential game
- Stochastic differential games: Occupation measure based approach
- Reflected BSDEs and mixed game problem
- Nonzero sum differential game of mean-field BSDEs with jumps under partial information
- On the stochastic control-stopping problem
- Optimal control and zero-sum stochastic differential game problems of mean-field type
- Stochastic differential reinsurance games in diffusion approximation models
- Optimal non-proportional reinsurance control and stochastic differential games
- Zero-sum path-dependent stochastic differential games in weak formulation
- A Stochastic Differential Game with Safe and Risky Choices
- A stochastic differential reinsurance game
- Computation of nash equilibrium pairs of a stochastic differential game
- Computation of suboptimal Nash strategies for a stochastic differential game under partial observation†
- Portfolio risk minimization and differential games
- Stochastic Differential Games With a Small Parameter
- Stochastic optimal control and BSDEs with logarithmic growth
- On Existence of a nash equilibrium point in N‐person non‐zero sum stochastic jump differential games
- Nonzero-sum risk-sensitive stochastic differential games with discounted costs
- Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients
- The existence of game value for path-dependent stochastic differential game
- Infinite horizon linear quadratic stochastic Nash differential games of Markov jump linear systems with its application
- Zero-sum risk-sensitive stochastic differential games with reflecting diffusions in the orthant
- Nonzero-sum risk-sensitive stochastic differential games: a multi-parameter eigenvalue problem approach
- Stochastic differential games with random coefficients and stochastic Hamilton-Jacobi-Bellman-Isaacs equations
- Reflected BSDEs with logarithmic growth and applications in mixed stochastic control problems
- Zero-sum stochastic differential games and backward equations
- Two person non-zero-sum linear-quadratic differential game with Markovian jumps in infinite horizon
- Verification theorem related to a zero sum stochastic differential game based on a chain rule for nonsmooth functions
- The numerical solution of three stochastic differential games
- A game theoretic approach to option valuation under Markovian regime-switching models
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