Differential game with discrete stopping time

DOI10.1134/S0005117922040105zbMATH Open1496.91024OpenAlexW4280502156MaRDI QIDQ2168248FDOQ2168248

Dmitriĭ V. Khlopin

Publication date: 31 August 2022

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

Full work available at URL: https://doi.org/10.1134/s0005117922040105

zbMATH Keywords

continuous-time Markov chaindifferential gameextremal shiftstochastic guideDynkin's stopping gamezero-sum two-person game

Mathematics Subject Classification ID

Noncooperative games (91A10) Differential games (aspects of game theory) (91A23) 2-person games (91A05) Games of timing (91A55)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Nonlinear variational inequalities and differential games with stopping times
• Selected Topics on Continuous-Time Controlled Markov Chains and Markov Games
• The Value of Zero-Sum Stopping Games in Continuous Time
• An approach-evasion differential game: stochastic guide
• Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates
• Markov processes, semigroups and generators.
• Mixed Zero-Sum Stochastic Differential Game and American Game Options
• Approximate solutions of continuous-time stochastic games
• Continuous-time stochastic games
• Arbitrage pricing of defaultable game options with applications to convertible bonds
• Non-constant discounting and differential games with random time horizon
• Asset market games of survival: a synthesis of evolutionary and dynamic games
• Nonzero-Sum Stochastic Differential Games With Stopping Times and Free Boundary Problems
• Cooperative differential games with stochastic time
• Approximate Public-Signal Correlated Equilibria for Nonzero-Sum Differential Games
• Zero-Sum Markov Games with Impulse Controls
• A differential game with the possibility of early termination
• Optimal stopping strategies in the game ``the price is right

Cited In (3)

• Title not available (Why is that?)
• Minimax differential game with delay
• Title not available (Why is that?)

This page was built for publication: Differential game with discrete stopping time

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2168248)