Stochastic differential games: the potential approach

DOI10.1080/17442508.2019.1691208zbMath1489.91030OpenAlexW2983244225MaRDI QIDQ5086529

Alejandra Fonseca-Morales, Onésimo Hernández-Lerma

Publication date: 5 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2019.1691208

zbMATH Keywords

optimal controlmaximum principleNash equilibriastochastic differential gamespotential games

Mathematics Subject Classification ID

Noncooperative games (91A10) Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20) Dynamic games (91A25) Potential and congestion games (91A14)

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