A convergence method for stochastic differential games with a small parameter

DOI10.1080/07362999908809598zbMath0931.91003OpenAlexW2953870323MaRDI QIDQ4237954

Kandethody M. Ramachandran

Publication date: 8 March 2000

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999908809598

zbMATH Keywords

stochastic differential gamewideband noise driven system\(N\)-person noncooperative gamesoptimal equilibrium policiespayoff structuretwo person zero sum games

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)

Related Items

Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates, Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates

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