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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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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Existence of some optimal strategies in cooperative stochastic differential games

International Journal of Systems Science ◽

10.1080/00207728908910224 ◽

1989 ◽

Vol 20 (8) ◽

pp. 1395-1401

Author(s):

Svetoslav GAIDOV

Keyword(s):

Differential Games ◽

Optimal Strategies ◽

Stochastic Differential Games

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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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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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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

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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

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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

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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

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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

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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

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