Stochastic Differential Games and Intricacy of Information Structures
From MaRDI portal
Publication:5251154
DOI10.1007/978-3-642-54248-0_2zbMath1312.91019OpenAlexW207727262MaRDI QIDQ5251154
Publication date: 22 May 2015
Published in: Dynamic Games in Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-54248-0_2
Differential games and control (49N70) 2-person games (91A05) Applications of optimal control and differential games (49N90) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15) Economics of information (91B44) Dynamic games (91A25)
Related Items
Continuity Properties of Value Functions in Information Structures for Zero-Sum and General Games and Stochastic Teams, Dynamic contract design for systemic cyber risk management of interdependent enterprise networks, Zero-sum games involving teams against teams: existence of equilibria, and comparison and regularity in information, Comparison of Information Structures for Zero-Sum Games and a Partial Converse to Blackwell Ordering in Standard Borel Spaces
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the saddle-point solution of a class of stochastic differential games
- Stochastic networked control systems. Stabilization and optimization under information constraints
- On the minimax principle and zero-sum stochastic differential games
- Stochastic teams with nonclassical information revisited: When is an affine law optimal?
- Decentralized multicriteria optimization of linear stochastic systems
- Two-criteria LQG decision problems with one-step delay observation sharing pattern
- Kalman Filtering Over a Packet-Dropping Network: A Probabilistic Perspective
- Optimal Control Strategies in Delayed Sharing Information Structures
- A Counterexample in Stochastic Optimum Control
- On Information Structures, Feedback and Causality
- \(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach.
