Differential games of N players in stochastic systems with controlled diffusion terms

DOI10.1134/S0005117908050123MaRDI QIDQ1002969zbMATH OpenFDO

Authors Shang Quang Tun, Sung Xung Li

Publication date 26 February 2009

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

differential gamesstochastic systemsdifferential Riccati equation

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) (n)-person games, (n>2) (91A06) Stochastic games, stochastic differential games (91A15)

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Cites work

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• scientific article; zbMATH DE number 3224231 (Why is no real title available?)
• scientific article; zbMATH DE number 3365084 (Why is no real title available?)
• N-Person Nonzero Sum Differential Games with Linear Dynamics
• A General Stochastic Maximum Principle for Optimal Control Problems
• A global theory for linear-quadratic differential games
• Linear-quadratic differential games with non-zero sum and with N players
• Necessary Conditions for Optimal Strategies in a Class of Noncooperative N-Person Differential Games
• Nonzero-sum differential games
• Note on noncooperative convex games
• Points de Nash Dans le Cas de Fonctionnelles Quadratiques et Jeux Differentiels lineaires a N Personnes
• Stochastic differential games
• The convergence problem for differential games
• Toward a Theory of Many Player Differential Games
• \(N\)-person differential games governed by infinite-dimensional systems

Cited in

(13)

• Finite horizon linear quadratic dynamic games for discrete-time stochastic systems with $N$-players
• scientific article; zbMATH DE number 1944083 (Why is no real title available?)
• Examples of differential games with stochastic perturbation associated with Nash equilibrium solutions and open loop strategy
• \(N\)-person differential games governed by infinite-dimensional systems
• Stability of linear stochastic difference equations in strategically controlled random environments
• scientific article; zbMATH DE number 611169 (Why is no real title available?)
• Stochastic differential games with a varying number of players
• Relationship between maximum principle and dynamic programming for stochastic differential games of jump diffusions
• Finite Difference Scheme for Stochastic Differential Games with Several Singular Control Variables and Its Environmental Application
• Robust dynamic programming in \(N\) players uncertain differential games
• scientific article; zbMATH DE number 1055599 (Why is no real title available?)
• scientific article; zbMATH DE number 1808113 (Why is no real title available?)
• scientific article; zbMATH DE number 1234986 (Why is no real title available?)

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