Nash equilibrium conditions in stochastic differential games where players information about a state is incomplete. II: Lagrange method

zbMath0914.90283MaRDI QIDQ1390591

D. Massart

Publication date: 5 November 1998

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

zbMATH Keywords

Nash equilibrium; stochastic diffusion process; joint control; noncooperative nonantagonistic differential multiperson game

Mathematics Subject Classification ID

91A12: Cooperative games

91A23: Differential games (aspects of game theory)

91A15: Stochastic games, stochastic differential games