Solution of a Functional Equation Arising in Continuous Games: A Dynamic Programming Approach

DOI10.1137/S0363012999357240MaRDI QIDQ4785661zbMATH OpenFDO

Authors K. D. Senapati, Geetanjali Panda

Publication date 5 January 2003

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

dynamic programmingmultistage allocationzero-sum continuous games

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Multistage and repeated games (91A20)

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(3)

• Dynamic Programming Equations for the Game-Theoretical Problem with Random Initial Time
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• The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options

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