Zero-sum stochastic differential games with reflecting diffusions
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Publication:1384165
zbMath0895.90194MaRDI QIDQ1384165
Mrinal K. Ghosh, K. Suresh Kumar
Publication date: 13 April 1998
Published in: Computational and Applied Mathematics (Search for Journal in Brave)
optimal strategiesreflecting diffusionsIsaacs equationzero-sum stochastic differential gamesdiscounted and average payoff
Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)
Related Items (5)
Risk-sensitive stochastic differential games with reflecting diffusions ⋮ A stochastic differential game in the orthrant ⋮ Risk-sensitive ergodic control of reflected diffusion processes in orthant ⋮ Zero-sum risk-sensitive stochastic differential games with reflecting diffusions in the orthant ⋮ Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain
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