Nonzero-Sum Stochastic Differential Games with Discontinuous Feedback
From MaRDI portal
Publication:4652579
DOI10.1137/S0363012903423715zbMath1077.91011OpenAlexW2081143303MaRDI QIDQ4652579
Publication date: 28 February 2005
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012903423715
Optimal feedback synthesis (49N35) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15) PDEs with randomness, stochastic partial differential equations (35R60) Applications of operator theory in systems, signals, circuits, and control theory (47N70) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30)
Related Items
On the \(L^p\)-theory of vector-valued elliptic operators ⋮ A Class of Stochastic Games and Moving Free Boundary Problems ⋮ Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums ⋮ Nonzero-sum stochastic differential portfolio games under a Markovian regime switching model ⋮ Nash equilibrium payoffs for non-zero-sum stochastic differential games without Isaacs condition ⋮ Regularity of Nash payoffs of Markovian nonzero-sum stochastic differential games ⋮ Nonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates ⋮ Bang-bang-type Nash equilibrium point for Markovian nonzero-sum stochastic differential game ⋮ Stochastic Games for Fuel Follower Problem: $N$ versus Mean Field Game ⋮ Approximate Public-Signal Correlated Equilibria for Nonzero-Sum Differential Games ⋮ A BSDE approach to Nash equilibrium payoffs for stochastic differential games with nonlinear cost functionals ⋮ Markov approximations of nonzero-sum differential games ⋮ Nash points for nonzero-sum stochastic differential games with separate Hamiltonians ⋮ Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games ⋮ Nonlinear elliptic systems and mean-field games ⋮ A \(d\)-person differential game with state space constraints ⋮ Some recent aspects of differential game theory ⋮ Nash equilibria for nonzero-sum ergodic stochastic differential games ⋮ Zero-sum stochastic differential games with risk-sensitive cost ⋮ Non-Cooperative and Semi-Cooperative Differential Games ⋮ Nash equilibrium approximation of some class of stochastic differential games: a combined Chebyshev spectral collocation method with policy iteration ⋮ Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients
