Stochastic differential games: the potential approach

DOI10.1080/17442508.2019.1691208MaRDI QIDQ5086529zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

maximum principleoptimal controlstochastic differential gamesNash equilibriapotential games

Mathematics Subject Classification ID

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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Cited in

(13)

• scientific article; zbMATH DE number 7070811 (Why is no real title available?)
• On the upper bound of near potential differential games
• 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
• scientific article; zbMATH DE number 4149928 (Why is no real title available?)
• scientific article; zbMATH DE number 2069400 (Why is no real title available?)
• Dynamic potential games: the discrete-time stochastic case
• Relative Value Iteration for Stochastic Differential Games
• Application of stochastic differential games to medium-range air-to-air missiles
• Potential differential games
• Stochastic programmed synthesis in a differential game with integral payoff

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