Stochastic differential games: the potential approach

DOI10.1080/17442508.2019.1691208MaRDI QIDQ5086529zbMATH OpenOpenAlexFDO

Authors Alejandra Fonseca-Morales, Onésimo Hernández-Lerma

Publication date 5 July 2022

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508.2019.1691208

zbMATH Keywords

maximum principleNash equilibriaoptimal controlpotential gamesstochastic differential games

Mathematics Subject Classification ID

Differential games and control (49N70) Noncooperative games (91A10) Potential and congestion games (91A14) Differential games (aspects of game theory) (91A23) Dynamic games (91A25) Optimal stochastic control (93E20)

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Cited in

(16)

• Stochastic programmed synthesis in a differential game with integral payoff
• Potential differential games
• Discrete-time stochastic control and dynamic potential games. The Euler-equation approach
• Relative Value Iteration for Stochastic Differential Games
• A User's Guide to Solving Dynamic Stochastic Games Using the Homotopy Method
• scientific article; zbMATH DE number 4149928 (Why is no real title available?)
• On bang-bang solutions of stochastic differential games
• scientific article; zbMATH DE number 2069400 (Why is no real title available?)
• Dynamic potential games: the discrete-time stochastic case
• Potential difference games and applications
• scientific article; zbMATH DE number 7070811 (Why is no real title available?)
• Deterministic Markov Nash equilibria for potential discrete-time stochastic games
• On the upper bound of near potential differential games
• Federated stochastic control of numerous heterogeneous energy storage systems
• Towards an analytical framework for dynamic potential games
• Application of stochastic differential games to medium-range air-to-air missiles

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