A Nash equilibrium filter

DOI10.1080/07362994.2017.1295871zbMath1370.93272OpenAlexW2595053685MaRDI QIDQ5355179

Robert J. Elliott

Publication date: 6 September 2017

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

Full work available at URL: https://doi.org/10.1080/07362994.2017.1295871

zbMATH Keywords

maximum principleNash equilibriumadjoint processMarkov chain filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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