On the definition of stochastic differential games an the existence of value ond of saddle points

Roberto Bafico

doi:10.1007/bf02414830

On the definition of stochastic differential games an the existence of value ond of saddle points

Annali di Matematica Pura ed Applicata (1923 -) ◽

10.1007/bf02414830 ◽

1973 ◽

Vol 96 (1) ◽

pp. 41-67 ◽

Cited By ~ 1

Author(s):

Roberto Bafico

Keyword(s):

Differential Games ◽

Saddle Points ◽

Stochastic Differential Games ◽

Definition Of ◽

Existence Of Value

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On the definition of differential games and the existence of value and of saddle points

Journal of Differential Equations ◽

10.1016/0022-0396(70)90124-5 ◽

1970 ◽

Vol 7 (1) ◽

pp. 69-91 ◽

Cited By ~ 28

Author(s):

Avner Friedman

Keyword(s):

Differential Games ◽

Saddle Points ◽

Definition Of ◽

Existence Of Value

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Existence of Value in Stochastic Differential Games of Mixed Type

Stochastic Analysis and Applications ◽

10.1080/07362994.2012.704853 ◽

2012 ◽

Vol 30 (5) ◽

pp. 895-905 ◽

Cited By ~ 2

Author(s):

Mrinal K. Ghosh ◽

K. S. Mallikarjuna Rao

Keyword(s):

Differential Games ◽

Mixed Type ◽

Stochastic Differential Games ◽

Existence Of Value

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Existence of Saddle Points in Discrete Markov Games and Its Application in Numerical Methods for Stochastic Differential Games

Proceedings of the 45th IEEE Conference on Decision and Control ◽

10.1109/cdc.2006.377477 ◽

2006 ◽

Cited By ~ 3

Author(s):

Q. S. Song ◽

G. Yin

Keyword(s):

Numerical Methods ◽

Differential Games ◽

Saddle Points ◽

Stochastic Differential Games ◽

Markov Games

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Existence of value and of saddle points for differential games of survival

Journal of Differential Equations ◽

10.1016/0022-0396(70)90126-9 ◽

1970 ◽

Vol 7 (1) ◽

pp. 111-125 ◽

Cited By ~ 16

Author(s):

Avner Friedman

Keyword(s):

Differential Games ◽

Saddle Points ◽

Existence Of Value

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The Existence of Value in Stochastic Differential Games

SIAM Journal on Control and Optimization ◽

10.1137/0314006 ◽

1976 ◽

Vol 14 (1) ◽

pp. 85-94 ◽

Cited By ~ 60

Author(s):

Robert Elliott

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

Existence Of Value

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Linear Quadratic Stochastic Differential Games: Open-Loop and Closed-Loop Saddle Points

SIAM Journal on Control and Optimization ◽

10.1137/140953642 ◽

2014 ◽

Vol 52 (6) ◽

pp. 4082-4121 ◽

Cited By ~ 29

Author(s):

Jingrui Sun ◽

Jiongmin Yong

Keyword(s):

Differential Games ◽

Closed Loop ◽

Saddle Points ◽

Stochastic Differential Games ◽

Open Loop ◽

Linear Quadratic

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The existence of optimal strategies and saddle points in stochastic differential games

Differential Games and Applications - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0009066 ◽

2006 ◽

pp. 123-135 ◽

Cited By ~ 3

Author(s):

Robert J. Elliott

Keyword(s):

Differential Games ◽

Saddle Points ◽

Optimal Strategies ◽

Stochastic Differential Games

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Another Approach to the Existence of Value Functions of Stochastic Differential Games

Journal of Mathematical Analysis and Applications ◽

10.1006/jmaa.1996.0474 ◽

1996 ◽

Vol 204 (3) ◽

pp. 884-897 ◽

Cited By ~ 22

Author(s):

Andrzej Święch

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

Value Functions ◽

Existence Of Value

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Existence of value and of saddle points for differential games of pursuit and evasion

Journal of Differential Equations ◽

10.1016/0022-0396(70)90125-7 ◽

1970 ◽

Vol 7 (1) ◽

pp. 92-110 ◽

Cited By ~ 27

Author(s):

Avner Friedman

Keyword(s):

Differential Games ◽

Saddle Points ◽

Pursuit And Evasion ◽

Existence Of Value

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The existence of value functions of stochastic differential games for unbounded stochastic evolution

Proceedings of 1995 34th IEEE Conference on Decision and Control ◽

10.1109/cdc.1995.480544 ◽

2002 ◽

Author(s):

A. Swiech

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

Value Functions ◽

Stochastic Evolution ◽

Existence Of Value

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