Some recent aspects of differential game theory
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Publication:545655
DOI10.1007/s13235-010-0005-0zbMath1214.91013OpenAlexW2094305067MaRDI QIDQ545655
Marc Quincampoix, Pierre Cardaliaguet, Rainer Buckdahn
Publication date: 22 June 2011
Published in: Dynamic Games and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13235-010-0005-0
viscosity solutiondifferential gamebackward stochastic differential equationsincomplete informationmean-field gamesstate-constraintssystem of Hamilton-Jacobi equations
Differential games (aspects of game theory) (91A23) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic games, stochastic differential games (91A15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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