Nash equilibrium conditions in stochastic differential games where players information about a state is incomplete. II: Lagrange method

zbMath0914.90283MaRDI QIDQ1390591

D. Massart

Publication date: 5 November 1998

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

zbMATH Keywords

Nash equilibriumstochastic diffusion processjoint controlnoncooperative nonantagonistic differential multiperson game

Mathematics Subject Classification ID

Cooperative games (91A12) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)

Related Items (7)

Investigation of the Nash equilibrium problem in quasi-linear stationary stochastic dynamic systems functioning on an unlimited time interval ⋮ Moment characteristic method in the optimal control theory of diffusion-type stochastic systems ⋮ Optimal control of quasi-linear systems of the diffusion type under incomplete information on the state ⋮ Numerical methods of synthesis of an optimal control for stochastic dynamical systems of diffusion type ⋮ System shape optimization and stabilization of controlled quasi-linear stochastic systems that operate on an infinite time interval ⋮ An algorithm for synthesis of the suboptimal control law for quasi-linear stochastic dynamical systems ⋮ Necessary and sufficient conditions for optimal stabilization of quasi-linear stochastic systems

This page was built for publication: Nash equilibrium conditions in stochastic differential games where players information about a state is incomplete. II: Lagrange method