Stochastic differential games: the potential approach
DOI10.1080/17442508.2019.1691208zbMATH Open1489.91030OpenAlexW2983244225MaRDI QIDQ5086529FDOQ5086529
Authors: Alejandra Fonseca-Morales, Onésimo Hernández-Lerma 
Publication date: 5 July 2022
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2019.1691208
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Differential games and control (49N70) Noncooperative games (91A10) Differential games (aspects of game theory) (91A23) Dynamic games (91A25) Optimal stochastic control (93E20) Potential and congestion games (91A14)
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- A User's Guide to Solving Dynamic Stochastic Games Using the Homotopy Method
- On bang-bang solutions of stochastic differential games
- Potential difference games and applications
- Discrete-time stochastic control and dynamic potential games. The Euler-equation approach
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- Relative Value Iteration for Stochastic Differential Games
- Dynamic potential games: the discrete-time stochastic case
- Application of stochastic differential games to medium-range air-to-air missiles
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- Stochastic programmed synthesis in a differential game with integral payoff
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