A problem of the Nash-equilibrium control of Ito-Volterra linear diffusion processes with different data available to players

MaRDI QIDQ1287484zbMATH OpenFDO

Authors V. V. Pardzhanadze

Publication date 24 May 1999

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

zbMATH Keywords

Nash-equilibrium[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=It%EF%BF%BD%EF%BF%BD-Volterra+linear+diffusion+processes&go=Go It��-Volterra linear diffusion processes]

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Optimal stochastic control (93E20)

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