Stochastic differential games. Theory and applications

zbMath1250.91004MaRDI QIDQ657901

Kandethody M. Ramachandran, Chris P. Tsokos

Publication date: 11 January 2012

Published in: Atlantis Studies in Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

zero-sum gamesnoncooperative gamesstochastic gamesstochastic pursuit-evasion games

Mathematics Subject Classification ID

Noncooperative games (91A10) Differential games (aspects of game theory) (91A23) (n)-person games, (n>2) (91A06) Stochastic games, stochastic differential games (91A15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Probabilistic games; gambling (91A60) General reference works (handbooks, dictionaries, bibliographies, etc.) pertaining to game theory, economics, and finance (91-00)

Related Items (11)

Existence, uniqueness, and stability of uncertain delay differential equations with \(V\)-jump ⋮ On the closed loop Nash equilibrium strategy for a class of sampled data stochastic linear quadratic differential games ⋮ Unnamed Item ⋮ The Multiplier-Penalty Method for Generalized Nash Equilibrium Problems in Banach Spaces ⋮ ADMM-Type Methods for Generalized Nash Equilibrium Problems in Hilbert Spaces ⋮ Stochastic Games ⋮ A Distributed Regularized Jacobi-Type ADMM-Method for Generalized Nash Equilibrium Problems in Hilbert Spaces ⋮ Stochastic linear quadratic differential games in a state feedback setting with sampled measurements ⋮ Stochastic differential games: a sampling approach via FBSDEs ⋮ Approximate Solutions of Continuous-Time Stochastic Games ⋮ Nash equilibrium approximation of some class of stochastic differential games: a combined Chebyshev spectral collocation method with policy iteration

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