Stochastic Differential Games with Multiple Modes and a Small Parameter

DOI10.1080/07362990600869860zbMath1133.91319OpenAlexW2953566279MaRDI QIDQ3423718

Kandethody M. Ramachandran

Publication date: 15 February 2007

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990600869860

zbMATH Keywords

zero-sum gamemultiple modesstochastic differential gameswideband noisenear optimal strategies

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games (aspects of game theory) (91A23) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic games, stochastic differential games (91A15)

Related Items (1)

Stochastic Differential Games with Multiple Modes and Applications to Portfolio Optimization

Cites Work

• Stochastic differential games: Occupation measure based approach
• Stochastic differential games with multiple modes
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