Stochastic Differential Games with Multiple Modes and a Small Parameter

DOI10.1080/07362990600869860MaRDI QIDQ3423718zbMATH OpenOpenAlexFDO

Authors K. M. Ramachandran

Publication date 15 February 2007

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362990600869860

zbMATH Keywords

multiple modesnear optimal strategiesstochastic differential gameswideband noisezero-sum game

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic games, stochastic differential games (91A15) Differential games (aspects of game theory) (91A23)

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Cites work

• scientific article; zbMATH DE number 3878095 (Why is no real title available?)
• scientific article; zbMATH DE number 53999 (Why is no real title available?)
• Stochastic differential games with multiple modes
• Stochastic differential games: Occupation measure based approach

Cited in

(5)

• Stochastic Differential Games with Multiple Modes and Applications to Portfolio Optimization
• A convergence method for stochastic differential games with a small parameter
• Stochastic Differential Games With a Small Parameter
• scientific article; zbMATH DE number 2100911 (Why is no real title available?)
• Two-player zero-sum stochastic differential games with Markov-switching jump-diffusion dynamics

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