Stochastic differential games with multiple modes

DOI10.1080/07362999808809519zbMath0895.90193OpenAlexW2036720695MaRDI QIDQ4385653

Mrinal K. Ghosh, Steven I. Marcus

Publication date: 20 September 1998

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

Full work available at URL: http://hdl.handle.net/1903/5652

zbMATH Keywords

multiple modesexistence of a Nash equilibriumtwo person stochastic differential games

Mathematics Subject Classification ID

2-person games (91A05) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)

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Cites Work

• Stochastic differential games: Occupation measure based approach
• Linear and quasilinear elliptic equations
• Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems
• Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems
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