N-person differential games governed by semilinear stochastic evolution systems

DOI10.1007/BF01447745zbMATH Open0753.90092OpenAlexW36478155MaRDI QIDQ1180331FDOQ1180331

Ying Hu

Publication date: 27 June 1992

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01447745

zbMATH Keywords

Hilbert spaceNash equilibriumsemigroupminimax principleopen loop controlsemilinear stochastic evolutions

Mathematics Subject Classification ID

Differential games and control (49N70) Pursuit and evasion games (49N75) Differential games (aspects of game theory) (91A23) Higher-order parabolic equations (35K25) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15) Initial value problems for linear higher-order PDEs (35G10) Optimal feedback synthesis (49N35) Miscellaneous topics in calculus of variations and optimal control (49N99) Probabilistic games; gambling (91A60)

Cites Work

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• Dynamic noncooperative game theory
• Maximum principle for semilinear stochastic evolution control systems
• Adapted solution of a backward semilinear stochastic evolution equation
• Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. III: Uniqueness of viscosity solutions for general second-order equations
• Note on noncooperative convex games
• Anticipating Hilbert integrals with respect to a cylindrical Wiener process and associated stochastic calculus
• Functionally commutative matrices and matrices with constant eigenvectors^†
• Distributed Computation of Nash Equilibria in Linear-Quadratic Stochastic Differential Games

Cited In (12)

• On the existence of solution to one–dimensional forward–backward sdes
• Forward–backward stochastic differential equations with delay generators
• A maximum principle for controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal state constraints
• Reflected forward-backward stochastic differential equations driven by \(G\)-Brownian motion with continuous monotone coefficients
• Backward-forward SDE's and stochastic differential games
• \(N\)-person differential games governed by infinite-dimensional systems
• Forward-backward stochastic differential equations driven by \(G\)-Brownian motion
• Optimal control for N-Person stochastic inclusions. II
• Solution of forward-backward stochastic differential equations
• A nonlinear evolution system with two subdifferentials and monotone differential games. Corrigendum
• Title not available (Why is that?)
• Title not available (Why is that?)

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