The numerical solution of three stochastic differential games

DOI10.1016/0898-1221(84)90050-6zbMath0555.90109OpenAlexW2039934447MaRDI QIDQ761360

Yaakov Yavin

Publication date: 1984

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(84)90050-6

zbMATH Keywords

stochastic differential equationspartial observationscomplete observationblocking gamecollision avoidance gamegame of patrolling a channelsuboptimal strategiessufficient conditions on optimal strategiesweak optimal strategies

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

Related Items (2)

Advantageous strategies in differential games for a class of suboptimal control laws ⋮ A pursuit-evasion differential game with noisy measurements of the evader's bearing from the pursuer

Cites Work

• A differential game with jump process observations
• On the saddle-point solution of a class of stochastic differential games
• Linear-quadratic stochastic pursuit-evasion games
• Optimal control of stochastic systems with interrupted observation
• Dynamic noncooperative game theory
• Stochastic differential games
• Optimal Play in a Stochastic Differential Game
• On Nash equilibrium solutions in stochastic dynamic games
• Computation of suboptimal Nash strategies for a stochastic differential game under partial observation†
• The Existence of Value in Stochastic Differential Games
• Diffusion processes with continuous coefficients, II
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