Stochastic differential games. Theory and applications
zbMATH Open1250.91004MaRDI QIDQ657901FDOQ657901
K. M. Ramachandran, chris P. Tsokos
Publication date: 11 January 2012
Published in: Atlantis Studies in Probability and Statistics (Search for Journal in Brave)
Recommendations
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)
Cited In (23)
- 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
- Stochastic descriptor pursuit game
- Existence, uniqueness, and stability of uncertain delay differential equations with \(V\)-jump
- A User's Guide to Solving Dynamic Stochastic Games Using the Homotopy Method
- Title not available (Why is that?)
- On the closed loop Nash equilibrium strategy for a class of sampled data stochastic linear quadratic differential games
- 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
- Stochastic differential games and applications
- ADMM-Type Methods for Generalized Nash Equilibrium Problems in Hilbert Spaces
- Connections between stochastic control and dynamic games
- Stochastic differential games: the potential approach
- Title not available (Why is that?)
- Stochastic Games
- Application of stochastic differential games to medium-range air-to-air missiles
- Title not available (Why is that?)
- A Distributed Regularized Jacobi-Type ADMM-Method for Generalized Nash Equilibrium Problems in Hilbert Spaces
- Cooperative Stochastic Differential Games
- A Class of Stochastic Games and Moving Free Boundary Problems
- The Multiplier-Penalty Method for Generalized Nash Equilibrium Problems in Banach Spaces
- Title not available (Why is that?)
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