Multiperson Controlled Diffusions

DOI10.1137/0311044zbMath0239.90058OpenAlexW2077878173MaRDI QIDQ5650231

Stanley R. Pliska

Publication date: 1973

Published in: SIAM Journal on Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0311044

Mathematics Subject Classification ID

Noncooperative games (91A10) Differential games (aspects of game theory) (91A23)

Related Items

Optimal control of one dimensional non-conservative quasi-diffusion processes ⋮ Differential games with nonzero sum (cooperative variant) ⋮ Single person controlled diffusions with discounted costs