Nash equilibrium payoffs for non-zero-sum stochastic differential games without Isaacs condition
From MaRDI portal
(Redirected from Publication:5086414)
Recommendations
- Zero-sum and nonzero-sum differential games without Isaacs condition
- Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games
- Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition
- Nash equilibrium payoffs for stochastic differential games with reflection
- Nash equilibria for nonzero-sum ergodic stochastic differential games
Cites work
- A BSDE approach to Nash equilibrium payoffs for stochastic differential games with nonlinear cost functionals
- Backward equations, stochastic control and zero-sum stochastic differential games
- Backward Stochastic Differential Equations Driven By Càdlàg Martingales
- Backward-forward SDE's and stochastic differential games
- Cooperative equilibria in differential games
- scientific article; zbMATH DE number 3571903 (Why is no real title available?)
- scientific article; zbMATH DE number 1066318 (Why is no real title available?)
- scientific article; zbMATH DE number 3245077 (Why is no real title available?)
- scientific article; zbMATH DE number 3365084 (Why is no real title available?)
- Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games
- Nash equilibrium payoffs for stochastic differential games with jumps and coupled nonlinear cost functionals
- Nash equilibrium payoffs for stochastic differential games with reflection
- Nash equilibrium payoffs for stochastic differential games with two reflecting barriers
- Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs
- Nonzero-Sum Stochastic Differential Games with Discontinuous Feedback
- Pathwise strategies for stochastic differential games with an erratum to ``Stochastic differential games with asymmetric information
- Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations
- Stochastic games for N players
- Toward a Theory of Many Player Differential Games
- Two different approaches to nonzero-sum stochastic differential games
- User’s guide to viscosity solutions of second order partial differential equations
- Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies
- Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition
- Zero-sum and nonzero-sum differential games without Isaacs condition
- Zero-sum stochastic differential games and backward equations
Cited in
(9)- Dynamic quantum games
- Impulsive stochastic Volterra integral equations driven by Lévy noise
- Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies
- Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition
- Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games
- On stability of stochastic differential equations with random impulses driven by Poisson jumps
- Zero-sum and nonzero-sum differential games without Isaacs condition
- Backward stochastic differential equations with conditional reflection and related recursive optimal control problems
- Nash equilibrium payoffs for stochastic differential games with jumps and coupled nonlinear cost functionals
This page was built for publication: Nash equilibrium payoffs for non-zero-sum stochastic differential games without Isaacs condition
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5086414)
