On the definition of stochastic differential games and the existence of value and of saddle points

DOI10.1007/BF02414830zbMath0278.93031MaRDI QIDQ1394208

Roberto Bafico

Publication date: 1973

Published in: Annali di Matematica Pura ed Applicata. Serie Quarta (Search for Journal in Brave)

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Probabilistic games; gambling (91A60)

Related Items (1)

Nash equilibrium approximation of some class of stochastic differential games: a combined Chebyshev spectral collocation method with policy iteration

Cites Work

• On stochastic differential games: sufficient conditions that a given strategy be a saddle point, and numerical procedures for the solution of the game
• On the definition of differential games and the existence of value and of saddle points
• Existence of value and of saddle points for differential games of pursuit and evasion
• Existence of Saddle Points in Differential Games
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