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

DOI10.1134/S0005117908050123zbMath1156.49036MaRDI QIDQ1002969

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 games; stochastic systems; differential Riccati equation

Mathematics Subject Classification ID

49N70: Differential games and control

91A23: Differential games (aspects of game theory)

91A06: (n)-person games, (n>2)

91A15: Stochastic games, stochastic differential games

Related Items

Relationship between maximum principle and dynamic programming for stochastic differential games of jump diffusions

Cites Work

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