Solvable stochastic differential games in rank one compact symmetric spaces

DOI10.1080/00207179.2016.1269947MaRDI QIDQ4561192zbMATH OpenOpenAlexFDO

Authors T. E. Duncan, B. Pasik-Duncan

Publication date 10 December 2018

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207179.2016.1269947

zbMATH Keywords

games in compact rank one symmetric spacessolvable stochastic differential gamesstochastic systems

Mathematics Subject Classification ID

Differential games and control (49N70) Differential geometry of symmetric spaces (53C35) Stochastic games, stochastic differential games (91A15) Differential games (aspects of game theory) (91A23) Spaces of games (91A70)

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Cited in

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• Linear-quadratic mean-field-type games: a direct method
• Abstract McKean-Vlasov and Hamilton-Jacobi-Bellman equations, their fractional versions and related forward-backward systems on Riemannian manifolds
• Dynamic quantum games
• Discrete-time linear-quadratic mean-field-type repeated games: perfect, incomplete, and imperfect information
• Some solvable stochastic differential games in \(\mathrm{SU}(3)\)
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