Stochastic differential games with competing Brownian particles and related Isaacs' equations

Xinwei Feng

doi:10.1002/oca.2356

Stochastic differential games with competing Brownian particles and related Isaacs' equations

Optimal Control Applications and Methods ◽

10.1002/oca.2356 ◽

2017 ◽

Vol 39 (2) ◽

pp. 519-536

Author(s):

Xinwei Feng

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

Brownian Particles ◽

Isaacs Equations ◽

Competing Brownian Particles

Download Full-text

On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains and the Isaacs equations

Probability Theory and Related Fields ◽

10.1007/s00440-013-0495-y ◽

2013 ◽

Vol 158 (3-4) ◽

pp. 751-783 ◽

Cited By ~ 7

Author(s):

N. V. Krylov

Keyword(s):

Dynamic Programming ◽

Differential Games ◽

Stochastic Differential Games ◽

Dynamic Programming Principle ◽

Isaacs Equations

Download Full-text

Stochastic differential games with reflection and related obstacle problems for Isaacs equations

Acta Mathematicae Applicatae Sinica English Series ◽

10.1007/s10255-011-0068-8 ◽

2011 ◽

Vol 27 (4) ◽

pp. 647-678 ◽

Cited By ~ 6

Author(s):

Rainer Buckdahn ◽

Juan Li

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

Obstacle Problems ◽

Isaacs Equations

Download Full-text

Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations

SIAM Journal on Control and Optimization ◽

10.1137/060671954 ◽

2008 ◽

Vol 47 (1) ◽

pp. 444-475 ◽

Cited By ~ 127

Author(s):

Rainer Buckdahn ◽

Juan Li

Keyword(s):

Differential Games ◽

Viscosity Solutions ◽

Stochastic Differential Games ◽

Isaacs Equations ◽

Hamilton Jacobi Bellman

Download Full-text

Near Optimal Strategy for Nonlinear Stochastic Differential Games Based on the Technique of Statistical Linearization

ACTA AUTOMATICA SINICA ◽

10.3724/sp.j.1004.2013.00390 ◽

2014 ◽

Vol 39 (4) ◽

pp. 390-399

Author(s):

Ping ZHANG ◽

Yang-Wang FANG ◽

Xiao-Bin HUI ◽

Xin-Ai LIU ◽

Liang LI

Keyword(s):

Differential Games ◽

Optimal Strategy ◽

Stochastic Differential Games ◽

Statistical Linearization

Download Full-text

Differential Games and Representation Formulas for Solutions of Hamilton-Jacobi-Isaacs Equations.

10.21236/ada127758 ◽

1983 ◽

Cited By ~ 15

Author(s):

L. C. Evans ◽

P. E. Souganidis

Keyword(s):

Differential Games ◽

Representation Formulas ◽

Isaacs Equations

Download Full-text

Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games

Frontiers of Mathematics in China ◽

10.1007/s11464-020-0889-y ◽

2020 ◽

Vol 15 (6) ◽

pp. 1307-1326

Author(s):

Qingfeng Zhu ◽

Lijiao Su ◽

Fuguo Liu ◽

Yufeng Shi ◽

Yong’ao Shen ◽

...

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Differential Games ◽

Mean Field ◽

Stochastic Differential Games ◽

Field Type ◽

Doubly Stochastic

Download Full-text

Bias and Overtaking Equilibria for Zero-Sum Stochastic Differential Games

Journal of Optimization Theory and Applications ◽

10.1007/s10957-011-9974-4 ◽

2011 ◽

Vol 153 (3) ◽

pp. 662-687 ◽

Cited By ~ 8

Author(s):

Beatris Escobedo-Trujillo ◽

Daniel López-Barrientos ◽

Onésimo Hernández-Lerma

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

Zero Sum

Download Full-text

Backward equations, stochastic control and zero-sum stochastic differential games

Stochastics and Stochastics Reports ◽

10.1080/17442509508834006 ◽

1995 ◽

Vol 54 (3-4) ◽

pp. 221-231 ◽

Cited By ~ 66

Author(s):

S. Hamadene ◽

J.P. Lepeltier

Keyword(s):

Differential Games ◽

Stochastic Control ◽

Stochastic Differential Games ◽

Zero Sum

Download Full-text

Correlated Equilibria for Infinite Horizon Nonzero-Sum Stochastic Differential Games

Modeling, Stochastic Control, Optimization, and Applications - The IMA Volumes in Mathematics and its Applications ◽

10.1007/978-3-030-25498-8_9 ◽

2019 ◽

pp. 181-200

Author(s):

Beatris A. Escobedo-Trujillo ◽

Héctor Jasso-Fuentes

Keyword(s):

Differential Games ◽

Infinite Horizon ◽

Stochastic Differential Games ◽

Correlated Equilibria

Download Full-text

Numerical Approximations for Stochastic Differential Games

SIAM Journal on Control and Optimization ◽

10.1137/s0363012901389457 ◽

2002 ◽

Vol 41 (2) ◽

pp. 457-486 ◽

Cited By ~ 34

Author(s):

Harold J. Kushner

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

Numerical Approximations

Download Full-text