Construction of asymptotically optimal controls for control and game problems
type: Item
instance of: scholarly article
title: Construction of asymptotically optimal controls for control and game problems
zbMATH Open document ID: 0916.93070
author: Vlad Bally
publication date: 1999-07-26T00:00:00Z
review text: A control, near to a Nash equilibrium point, is constructed for an \(n\)-person game whose state dynamics is described by a diffusion process with controlled drift. The analysis is based on the approximation of the associated backward stochastic differential equation.
Mathematics Subject Classification ID: 91A60
Mathematics Subject Classification ID: 91A06
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 1203671
zbMATH Keywords: approximation of the backward stochastic differential equation
zbMATH Keywords: Nash equilibrium
zbMATH Keywords: \(n\)-person game
reviewed by: Henrikas Pragarauskas
MaRDI profile type: MaRDI publication profile
full work available at URL: s004400050173
OpenAlex ID: W1981627050
DOI: 10.1007/S004400050173
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
Recommended article: Q3704507
Recommended article: Constructing optimal controllers in a problem of differential games theory
Recommended article: Approximate construction of solutions in game-theoretic control problems
Recommended article: Q3318583
Recommended article: Construction of an asymptotic solution of one optimal control problem
Recommended article: Q4013584
Recommended article: Asymptotic controllability and optimal control
Recommended article: Q4859921
Recommended article: On the construction of asymptotically optimal controls for singularly perturbed systems
description: scientific article; zbMATH DE number 1203671