N-Player Stochastic Differential Games

DOI10.1137/0314036zbMath0344.93054OpenAlexW2140276245MaRDI QIDQ4113684

Pravin P. Varaiya

Publication date: 1976

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2060/19750010869

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Probabilistic games; gambling (91A60)

Related Items (9)

Nonzero-sum risk-sensitive stochastic differential games: a multi-parameter eigenvalue problem approach ⋮ On the optimal control of stochastic systems with an exponential-of- integral performance index ⋮ Nash-equilibrium in stochastic differential games ⋮ Differential games with nonzero sum (cooperative variant) ⋮ Nonzero sum differential game of mean-field BSDEs with jumps under partial information ⋮ Nonzero-sum risk-sensitive stochastic differential games with discounted costs ⋮ A convergence method for stochastic differential games with a small parameter ⋮ Nonzero sum linear–quadratic stochastic differential games and backward–forward equations ⋮ Stochastic differential games: Occupation measure based approach

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