Stochastic Differential Games and Intricacy of Information Structures

DOI10.1007/978-3-642-54248-0_2MaRDI QIDQ5251154zbMATH OpenOpenAlexFDO

Authors Tamer Başar

Publication date 22 May 2015

Published in Dynamic Games in Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-54248-0_2

Mathematics Subject Classification ID

Differential games and control (49N70) Applications of optimal control and differential games (49N90) 2-person games (91A05) Stochastic games, stochastic differential games (91A15) Differential games (aspects of game theory) (91A23) Dynamic games (91A25) Economics of information (91B44)

Recommendations

• Stochastic dynamic games with various types of information
• Information issues in differential game theory
• Stochastic differential games with asymmetric information
• scientific article; zbMATH DE number 1087224
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• Stochastic differential games with inside information
• Differential Games with Information Lags
• Stochastic games with information lag
• The Role of Information in Nonzero-Sum Differential Games

Cites work

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Cited in

(12)

• Differential information in large games with strategic complementarities
• Higher order uncertainty and information: static and dynamic games
• Information: price and impact on general welfare and optimal investment. an anticipative stochastic differential game model
• Stochastic Dynamic Information Flow Tracking Game with Reinforcement Learning
• scientific article; zbMATH DE number 16435 (Why is no real title available?)
• Differential Games with Information Lags
• Comparison of information structures for zero-sum games and a partial converse to Blackwell ordering in standard Borel spaces
• Certainty equivalence principle in stochastic differential games: an inverse problem approach
• The Role of Information in Nonzero-Sum Differential Games
• Continuity Properties of Value Functions in Information Structures for Zero-Sum and General Games and Stochastic Teams
• Zero-sum games involving teams against teams: existence of equilibria, and comparison and regularity in information
• Dynamic contract design for systemic cyber risk management of interdependent enterprise networks

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