Stochastic Differential Games and Intricacy of Information Structures

DOI10.1007/978-3-642-54248-0_2zbMath1312.91019OpenAlexW207727262MaRDI QIDQ5251154

Tamer Başar

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

Mathematics Subject Classification ID

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 (4)

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

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• A Counterexample in Stochastic Optimum Control
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• \(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach.

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