Stochastic differential games for which the open-loop equilibrium is subgame perfect

DOI10.1007/S13235-017-0221-YzbMath1397.91088OpenAlexW2613957522MaRDI QIDQ1649022

Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero

Publication date: 5 July 2018

Published in: Dynamic Games and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13235-017-0221-y

zbMATH Keywords

stochastic differential gamefeedback strategiesMarkov perfect Nash equilibriumopen-loop strategies

Mathematics Subject Classification ID

Differential games and control (49N70) Applications of optimal control and differential games (49N90) Differential games (aspects of game theory) (91A23) Brownian motion (60J65) Stochastic games, stochastic differential games (91A15)

Cites Work

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