Nonzero-sum stochastic differential games with reflecting diffusions

zbMath1119.91014MaRDI QIDQ2381875

K. Suresh Kumar, Mrinal K. Ghosh

Publication date: 19 September 2007

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

Nash equilibriumreflecting diffusionsdiscounted and average payoffoptimal response strategy

Mathematics Subject Classification ID

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

Related Items (6)

A nonzero-sum risk-sensitive stochastic differential game in the orthant ⋮ Risk-sensitive stochastic differential games with reflecting diffusions ⋮ Nash points for nonzero-sum stochastic differential games with separate Hamiltonians ⋮ A nonzero-sum stochastic differential game in the orthant ⋮ Risk-sensitive ergodic control of reflected diffusion processes in orthant ⋮ Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain

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