On linear stochastic differential games with average cost criteria

DOI10.1007/BF00940027zbMath0666.90103MaRDI QIDQ1117153

S. H. Smith

Publication date: 1990

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

Nash equilibrium; saddle-point; constraints; average cost criteria; scalar linear stochastic differential games

Mathematics Subject Classification ID

91A23: Differential games (aspects of game theory)

90C39: Dynamic programming

91A15: Stochastic games, stochastic differential games

91A60: Probabilistic games; gambling