Stochastic differential games with multiple modes

DOI10.1080/07362999808809519zbMATH Open0895.90193OpenAlexW2036720695MaRDI QIDQ4385653FDOQ4385653

Authors: Mrinal K. Ghosh, Steven I. Marcus 

Publication date: 20 September 1998

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

Full work available at URL: http://hdl.handle.net/1903/5652

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zbMATH Keywords

multiple modesexistence of a Nash equilibriumtwo person stochastic differential games

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) 2-person games (91A05) Stochastic games, stochastic differential games (91A15)

Cites Work

• Linear and quasilinear elliptic equations
• Title not available (Why is that?)
• Stochastic differential games: Occupation measure based approach
• Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems
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• Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems
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Cited In (10)

• Stochastic differential games and applications
• Decomposition of differential games with multiple targets
• Title not available (Why is that?)
• Markovian strategies with continuous and impulse controls for a differential game model of revolution
• Title not available (Why is that?)
• Finite Difference Scheme for Stochastic Differential Games with Several Singular Control Variables and Its Environmental Application
• Markovian strategies for piecewise deterministic differential games with continuous and impulse controls
• Stochastic Differential Games with Multiple Modes and Applications to Portfolio Optimization
• Stochastic Differential Games with Multiple Modes and a Small Parameter
• Title not available (Why is that?)

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