Subgame consistent cooperative solutions in stochastic differential games

DOI10.1023/B:JOTA.0000025714.04164.e4zbMath1140.91321MaRDI QIDQ704746

David W. K. Yeung, Leon A. Petrosyan

Publication date: 19 January 2005

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

dynamic stability; subgame consistency; cooperative solutions; Stochastic differential games

Mathematics Subject Classification ID

49N70: Differential games and control

91A23: Differential games (aspects of game theory)

93E20: Optimal stochastic control

91A15: Stochastic games, stochastic differential games

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