Stochastic optimal control to a nonlinear differential game
DOI10.1186/1687-1847-2014-266zbMATH Open1415.91049OpenAlexW2097214050WikidataQ59324582 ScholiaQ59324582MaRDI QIDQ307295FDOQ307295
Authors: Othusitse Basimanebotlhe, Xiaoping Xue 
Publication date: 1 September 2016
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/1687-1847-2014-266
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Cites Work
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- Controlled Markov processes and viscosity solutions
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- New approach to stochastic optimal control
- A constrained non-linear regular-singular stochastic control problem, with applications.
- A feedback nash equilibrium solution for non–cooperative innovations in a stochastic differential game framework
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- An algorithm for solving a stochastic control problem
- Stochastic differential portfolio games
Cited In (6)
- Stochastic nonlinear minimax dynamic games with noisy measurements
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- Pointwise stochastic control of nonlinear systems
- Parametric approximate optimal control of uncertain differential game with application to counter terror
- \(p\)-Laplace operators for oriented hypergraphs
- Optimal control and zero-sum stochastic differential game problems of mean-field type
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