Stochastic differential games with multiple modes

DOI10.1080/07362999808809519MaRDI QIDQ4385653zbMATHOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 4138299 (Why is no real title available?)
• scientific article; zbMATH DE number 4108548 (Why is no real title available?)
• scientific article; zbMATH DE number 3744982 (Why is no real title available?)
• Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems
• Linear and quasilinear elliptic equations
• Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems
• Stochastic differential games: Occupation measure based approach

Cited in

(10)

• scientific article; zbMATH DE number 7232789 (Why is no real title available?)
• Stochastic Differential Games with Multiple Modes and Applications to Portfolio Optimization
• Stochastic Differential Games with Multiple Modes and a Small Parameter
• Markovian strategies for piecewise deterministic differential games with continuous and impulse controls
• Stochastic differential games and applications
• Decomposition of differential games with multiple targets
• Markovian strategies with continuous and impulse controls for a differential game model of revolution
• scientific article; zbMATH DE number 3991306 (Why is no real title available?)
• Finite Difference Scheme for Stochastic Differential Games with Several Singular Control Variables and Its Environmental Application
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