The Existence of Value in Stochastic Differential Games

Robert Elliott

doi:10.1137/0314006

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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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 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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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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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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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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