Investigation of the Nash equilibrium problem in quasi-linear stationary stochastic dynamic systems functioning on an unlimited time interval

DOI10.1134/S1064230721060022zbMath1490.93126OpenAlexW4200020183MaRDI QIDQ2134315

Yanyan Li

Publication date: 3 May 2022

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

Full work available at URL: https://doi.org/10.1134/s1064230721060022

Mathematics Subject Classification ID

Applications of game theory (91A80) Optimal stochastic control (93E20)

Related Items (1)

Sequential improvement method in probabilistic criteria optimization problems for linear-in-state jump diffusion systems

Cites Work

• Nash equilibrium conditions in stochastic differential games where players information about a state is incomplete. II: Lagrange method
• System shape optimization and stabilization of controlled quasi-linear stochastic systems that operate on an infinite time interval
• Effect of displacement of optimal control in stabilization problems for quasi-linear diffusion-type stochastic systems
• Necessary and Sufficient Conditions for Pareto Optimality in Infinite Horizon Cooperative Differential Games

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