Stochastic differential games: Occupation measure based approach

DOI10.1007/BF00940187zbMath0794.90086OpenAlexW4236734647MaRDI QIDQ1321187

Mrinal K. Ghosh, Vivek S. Borkar

Publication date: 27 April 1994

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00940187

zbMATH Keywords

invariant measureoptimal strategiesstochastic differential gamesoccupation measuresIsaacs equationexistence of valuesexistence of equilibria in Markov strategies

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

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