Constrained stochastic differential games with additive structure: average and discount payoffs

DOI10.3934/jdg.2018008zbMath1406.91020OpenAlexW2785609740MaRDI QIDQ1714479

Beatris Adriana Escobedo-Trujillo, Alejandro Alaffita-Hernández, Raquiel R. López-Martínez

Publication date: 1 February 2019

Published in: Journal of Dynamics and Games (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jdg.2018008

zbMATH Keywords

Lagrange multipliersadditive structurerelaxation theorydiscount payoff criterion

Mathematics Subject Classification ID

Noncooperative games (91A10) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15)

Related Items (1)

Limit equations of adaptive Erlangization and their application to environmental management

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