Stochastic Differential Games With a Small Parameter

DOI10.1080/17442509308833828MaRDI QIDQ4311573zbMATH OpenOpenAlexFDO

Authors K. M. Ramachandran

Publication date 30 October 1994

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509308833828

zbMATH Keywords

occupation measurestochastic differential gameweak convergencewideband noise

Mathematics Subject Classification ID

Differential games and control (49N70) Pursuit and evasion games (49N75) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Local time and additive functionals (60J55) Diffusion processes (60J60) Stochastic games, stochastic differential games (91A15) Differential games (aspects of game theory) (91A23) Probabilistic games; gambling (91A60)

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Cites work

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• Optimal Play in a Stochastic Differential Game
• Stochastic differential games: Occupation measure based approach
• The convergence problem for differential games

Cited in

(8)

• Differential inequality approach for deterministic approximation in two person zero-sum stochastic differential games
• Pathwise average cost per unit time problem for stochastic differential games with a small parameter
• Stochastic Differential Games with Multiple Modes and a Small Parameter
• A convergence method for stochastic differential games with a small parameter
• scientific article; zbMATH DE number 721934 (Why is no real title available?)
• On the use of stochastic differential games against nature to ergodic control problems with unknown parameters
• scientific article; zbMATH DE number 970132 (Why is no real title available?)
• Strong diffusion approximation in averaging and value computation in Dynkin's games

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