Stochastic games for N players
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(58)- Differential games of \(N\) players in stochastic systems with controlled diffusion terms
- N-person differential games governed by semilinear stochastic evolution systems
- Stochastic games on a graph
- Non-zero-sum stochastic differential reinsurance and investment games with default risk
- On dynamic games with randomly arriving players
- Some partially observed multi-agent linear exponential quadratic stochastic differential games
- A class of globally solvable Markovian quadratic BSDE systems and applications
- Finite horizon linear quadratic dynamic games for discrete-time stochastic systems with $N$-players
- Feedback laws for \(N\)-person quasi-variational differential games
- A non-zero-sum reinsurance-investment game with delay and asymmetric information
- Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games
- Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs
- Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models
- A d-person differential game with state space constraints
- A stochastic Nash equilibrium portfolio game between two DC pension funds
- Non-zero-sum reinsurance and investment game with correlation between insurance market and financial market under CEV model
- Linear-quadratic mean field games
- Mean field games with a dominating player
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- scientific article; zbMATH DE number 3991306 (Why is no real title available?)
- Nash-equilibrium in stochastic differential games
- scientific article; zbMATH DE number 4106652 (Why is no real title available?)
- scientific article; zbMATH DE number 18898 (Why is no real title available?)
- A survey of stochastic -regular games
- scientific article; zbMATH DE number 509216 (Why is no real title available?)
- scientific article; zbMATH DE number 611169 (Why is no real title available?)
- scientific article; zbMATH DE number 1944099 (Why is no real title available?)
- Smooth Solutions of systems of quasilinear parabolic equations
- scientific article; zbMATH DE number 1981803 (Why is no real title available?)
- scientific article; zbMATH DE number 2067951 (Why is no real title available?)
- Optimal control for N-Person stochastic inclusions. II
- A class of nonzero-sum investment and reinsurance games subject to systematic risks
- Stochastic games for fuel follower problem: \(N\) versus mean field game
- Approximate Public-Signal Correlated Equilibria for Nonzero-Sum Differential Games
- A class of non-zero-sum stochastic differential investment and reinsurance games
- scientific article; zbMATH DE number 1859289 (Why is no real title available?)
- Stochastic differential games with a varying number of players
- scientific article; zbMATH DE number 1884281 (Why is no real title available?)
- Nash points for nonzero-sum stochastic differential games with separate Hamiltonians
- Dynamic set values for nonzero-sum games with multiple equilibriums
- Nash equilibrium payoffs for non-zero-sum stochastic differential games without Isaacs condition
- Regularity of Nash payoffs of Markovian nonzero-sum stochastic differential games
- Commutative Stochastic Games
- Some recent aspects of differential game theory
- Nonlinear stochastic differential games involving a major player and a large number of collectively acting minor agents
- Mean field Stackelberg games: aggregation of delayed instructions
- 1½-Player Stochastic StopWatch Games
- On quasilinear parabolic systems and FBSDEs of quadratic growth
- Nonlocality, nonlinearity, and time inconsistency in stochastic differential games
- A BSDE approach to Nash equilibrium payoffs for stochastic differential games with nonlinear cost functionals
- Robust mean-variance stochastic differential reinsurance and investment games under volatility risk and model uncertainty
- Stochastic differential games on robust optimal asset-liability management with delay under the CEV model
- Set values of dynamic nonzero sum games and set-valued Hamiltonians
- Many-insurer robust games of reinsurance and investment under model uncertainty in incomplete markets
- Robust n-agent heterogeneous investment-consumption game under -maxmin mean-variance-utility criterion
- Linear quadratic extended mean field games and control problems
- Nash equilibrium payoffs for stochastic differential games with jumps and coupled nonlinear cost functionals
- Discrete time stochastic multi-player competitive games with affine payoffs
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