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

DOI10.1134/S0005117908050123zbMATH Open1156.49036MaRDI QIDQ1002969FDOQ1002969

Authors: Shang Quang Tun, Sung Xung Li 

Publication date: 26 February 2009

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

Recommendations

• Nash-equilibrium in stochastic differential games
• Stochastic games for \(N\) players
• \(N\)-person differential games governed by semilinear stochastic evolution systems
• Finite horizon linear quadratic dynamic games for discrete-time stochastic systems with $N$-players
• scientific article; zbMATH DE number 611169

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)

Cites Work

• Stochastic differential games
• Nonzero-sum differential games
• A General Stochastic Maximum Principle for Optimal Control Problems
• Title not available (Why is that?)
• Points de Nash Dans le Cas de Fonctionnelles Quadratiques et Jeux Differentiels lineaires a N Personnes
• The convergence problem for differential games
• Note on noncooperative convex games
• Title not available (Why is that?)
• N-Person Nonzero Sum Differential Games with Linear Dynamics
• Toward a Theory of Many Player Differential Games
• Title not available (Why is that?)
• \(N\)-person differential games governed by infinite-dimensional systems
• Linear-quadratic differential games with non-zero sum and with N players
• A global theory for linear-quadratic differential games
• Necessary Conditions for Optimal Strategies in a Class of Noncooperative N-Person Differential Games

Cited In (13)

• Finite horizon linear quadratic dynamic games for discrete-time stochastic systems with $N$-players
• Title not available (Why is that?)
• Examples of differential games with stochastic perturbation associated with Nash equilibrium solutions and open loop strategy
• Stability of linear stochastic difference equations in strategically controlled random environments
• \(N\)-person differential games governed by infinite-dimensional systems
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

This page was built for publication: Differential games of \(N\) players in stochastic systems with controlled diffusion terms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1002969)