Stochastic differential games. Theory and applications

MaRDI QIDQ657901zbMATH OpenFDO

Authors K. M. Ramachandran, chris P. Tsokos

Publication date 11 January 2012

Published in Atlantis Studies in Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

zero-sum gamesnoncooperative gamesstochastic gamesstochastic pursuit-evasion games

Mathematics Subject Classification ID

Noncooperative games (91A10) Differential games (aspects of game theory) (91A23) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) (n)-person games, (n>2) (91A06) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60) General reference works (handbooks, dictionaries, bibliographies, etc.) pertaining to game theory, economics, and finance (91-00)

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Cited in

(24)

• Nash equilibrium approximation of some class of stochastic differential games: a combined Chebyshev spectral collocation method with policy iteration
• Stochastic differential games: a sampling approach via FBSDEs
• Existence, uniqueness, and stability of uncertain delay differential equations with \(V\)-jump
• Stochastic descriptor pursuit game
• A User's Guide to Solving Dynamic Stochastic Games Using the Homotopy Method
• On the closed loop Nash equilibrium strategy for a class of sampled data stochastic linear quadratic differential games
• A distributed regularized Jacobi-type ADMM-method for generalized Nash equilibrium problems in Hilbert spaces
• On bang-bang solutions of stochastic differential games
• Approximate solutions of continuous-time stochastic games
• Stochastic linear quadratic differential games in a state feedback setting with sampled measurements
• Non-cooperative stochastic differential game theory of generalized linear Markov jump systems
• Stochastic differential games and applications
• The multiplier-penalty method for generalized Nash equilibrium problems in Banach spaces
• Connections between stochastic control and dynamic games
• Stochastic differential games: the potential approach
• Pursuit differential game problem with integral and geometric constraints in a Hilbert space
• scientific article; zbMATH DE number 2069400 (Why is no real title available?)
• Application of stochastic differential games to medium-range air-to-air missiles
• scientific article; zbMATH DE number 3918137 (Why is no real title available?)
• Stochastic games
• ADMM-type methods for generalized Nash equilibrium problems in Hilbert spaces
• Cooperative Stochastic Differential Games
• A Class of Stochastic Games and Moving Free Boundary Problems
• scientific article; zbMATH DE number 4027230 (Why is no real title available?)

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