Saddle-point equilibrium of bilinear Itō stochastic differential games

DOI10.1007/978-3-642-23226-8_48MaRDI QIDQ3102166zbMATH OpenOpenAlexFDO

Authors Xiaoqiu Gao, Chengke Zhang, Huainian Zhu

Publication date 2 December 2011

Published in Communications in Computer and Information Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-23226-8_48

zbMATH Keywords

saddle-point equilibriumstochastic bilinear differential game

Mathematics Subject Classification ID

Stochastic programming (90C15) 2-person games (91A05) Stochastic games, stochastic differential games (91A15) Dynamic games (91A25)

Recommendations

• Nash equilibrium of bilinear Itô-Poisson stochastic differential games
• Nash-equilibrium in stochastic differential games
• On a linear quadratic differential game of the stochastic Itô system
• An iterative algorithm for saddle-point equilibrium of continuous bilinear system
• On the value of stochastic differential games

Cites work

• An Overview of Stochastic Bilinear Control Processes
• Dynamic noncooperative game theory
• Nonzero-sum differential games
• Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games
• Successive approximation procedure for steady-state optimal control of bilinear systems

Cited in

(6)

• Saddle-point equilibrium of quadratic differential game for singular bilinear systems
• On a linear quadratic differential game of the stochastic Itô system
• Uncertain saddle point equilibrium differential games with non-anticipating strategies
• An iterative algorithm for saddle-point equilibrium of continuous bilinear system
• Nash equilibrium of bilinear Itô-Poisson stochastic differential games
• Saddle point conditions for a class of stochastic dynamical games with imperfect information

This page was built for publication: Saddle-point equilibrium of bilinear Itō stochastic differential games

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3102166)