Saddle-point equilibrium of bilinear Itō stochastic differential games
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Publication:3102166
DOI10.1007/978-3-642-23226-8_48zbMATH Open1228.91013OpenAlexW18104977MaRDI QIDQ3102166FDOQ3102166
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
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Stochastic programming (90C15) 2-person games (91A05) Stochastic games, stochastic differential games (91A15) Dynamic games (91A25)
Cites Work
- Dynamic noncooperative game theory
- Nonzero-sum differential games
- Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games
- An Overview of Stochastic Bilinear Control Processes
- 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
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