Numerical Approximation of the Value of a Stochastic Differential Game with Asymmetric Information

Ľubomír Baňas; Giorgio Ferrari; Tsiry A. Randrianasolo

doi:10.1137/19m1309997

Numerical Approximation of the Value of a Stochastic Differential Game with Asymmetric Information

SIAM Journal on Control and Optimization ◽

10.1137/19m1309997 ◽

2021 ◽

Vol 59 (2) ◽

pp. 1109-1135

Author(s):

Ľubomír Baňas ◽

Giorgio Ferrari ◽

Tsiry A. Randrianasolo

Keyword(s):

Asymmetric Information ◽

Differential Game ◽

Numerical Approximation ◽

Stochastic Differential Game

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Leader–follower stochastic differential game with asymmetric information and applications

Automatica ◽

10.1016/j.automatica.2015.10.011 ◽

2016 ◽

Vol 63 ◽

pp. 60-73 ◽

Cited By ~ 25

Author(s):

Jingtao Shi ◽

Guangchen Wang ◽

Jie Xiong

Keyword(s):

Asymmetric Information ◽

Differential Game ◽

Stochastic Differential Game

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Mean-Field Type Leader-Follower Stochastic Differential Game with Asymmetric Information

2020 Chinese Control And Decision Conference (CCDC) ◽

10.1109/ccdc49329.2020.9164168 ◽

2020 ◽

Author(s):

Yu Wang

Keyword(s):

Asymmetric Information ◽

Differential Game ◽

Mean Field ◽

Stochastic Differential Game ◽

Field Type

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On a stochastic differential game and its relationship with mixed H2/H∞ control

1992 American Control Conference ◽

10.23919/acc.1992.4792329 ◽

1992 ◽

Cited By ~ 2

Author(s):

Ramine Nikoukhah ◽

Francois Delebecque

Keyword(s):

Differential Game ◽

Stochastic Differential Game

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Stackelberg stochastic differential game with asymmetric noisy observations

International Journal of Control ◽

10.1080/00207179.2021.1916078 ◽

2021 ◽

pp. 1-21

Author(s):

Yueyang Zheng ◽

Jingtao Shi

Keyword(s):

Differential Game ◽

Stochastic Differential Game

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Quality control strategies of the supply chain based on stochastic differential game

Evolutionary Intelligence ◽

10.1007/s12065-021-00622-w ◽

2021 ◽

Author(s):

Yu Li ◽

Linzhong Liu ◽

Wenxia Li

Keyword(s):

Quality Control ◽

Supply Chain ◽

Differential Game ◽

Control Strategies ◽

Stochastic Differential Game

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A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information

Automatica ◽

10.1016/j.automatica.2018.08.019 ◽

2018 ◽

Vol 97 ◽

pp. 346-352 ◽

Cited By ~ 10

Author(s):

Guangchen Wang ◽

Hua Xiao ◽

Jie Xiong

Keyword(s):

Differential Equation ◽

Asymmetric Information ◽

Stochastic Differential Equation ◽

Differential Game ◽

Backward Stochastic Differential Equation ◽

Zero Sum

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The Existence of Game Value for Path-dependent Stochastic Differential Game

SIAM Journal on Control and Optimization ◽

10.1137/15m1015042 ◽

2017 ◽

Vol 55 (4) ◽

pp. 2519-2542

Author(s):

Fu Zhang

Keyword(s):

Differential Game ◽

Stochastic Differential Game ◽

Game Value ◽

Path Dependent

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A Zero-Sum Stochastic Differential Game with Impulses, Precommitment, and Unrestricted Cost Functions

Applied Mathematics & Optimization ◽

10.1007/s00245-017-9445-x ◽

2017 ◽

Vol 79 (2) ◽

pp. 483-514 ◽

Cited By ~ 8

Author(s):

Parsiad Azimzadeh

Keyword(s):

Differential Game ◽

Cost Functions ◽

Stochastic Differential Game ◽

Zero Sum

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Competition and Collusion Between Government and Businesses in Pollution Management: Analysis Based on Stochastic Differential Game

Public Administration and Information Technology - Policy Analytics, Modelling, and Informatics ◽

10.1007/978-3-319-61762-6_18 ◽

2017 ◽

pp. 407-427

Author(s):

Danlu Jiang ◽

Jing Zhang

Keyword(s):

Differential Game ◽

Stochastic Differential Game ◽

Pollution Management

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A Stochastic Differential Game Theory Approach to Human Operators in Adversary Tracking Encounters

IEEE Transactions on Systems Man and Cybernetics ◽

10.1109/tsmc.1980.4308397 ◽

1980 ◽

Vol 10 (11) ◽

pp. 755-762

Keyword(s):

Game Theory ◽

Differential Game ◽

Stochastic Differential Game ◽

Theory Approach ◽

Differential Game Theory ◽

Human Operators

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