The numerical solution of three stochastic differential games

DOI10.1016/0898-1221(84)90050-6zbMATH Open0555.90109OpenAlexW2039934447MaRDI QIDQ761360FDOQ761360

Authors: Y. Yavin 

Publication date: 1984

Published in: Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(84)90050-6

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zbMATH Keywords

partial observationsstochastic differential equationscomplete observationblocking gamecollision avoidance gamegame of patrolling a channelsuboptimal strategiessufficient conditions on optimal strategiesweak optimal strategies

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

Cites Work

• Stochastic differential games
• Dynamic noncooperative game theory
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• On Nash equilibrium solutions in stochastic dynamic games
• Optimal Play in a Stochastic Differential Game
• The Existence of Value in Stochastic Differential Games
• Linear-quadratic stochastic pursuit-evasion games
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• On the saddle-point solution of a class of stochastic differential games
• A differential game with jump process observations
• Optimal control of stochastic systems with interrupted observation
• Computation of suboptimal Nash strategies for a stochastic differential game under partial observation†
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• Diffusion processes with continuous coefficients, II

Cited In (4)

• Advantageous strategies in differential games for a class of suboptimal control laws
• Numerical analysis of a zero-sum stochastic differential game in a bounded domain
• Title not available (Why is that?)
• A pursuit-evasion differential game with noisy measurements of the evader's bearing from the pursuer

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