Discount-sensitive equilibria in zero-sum stochastic differential games

Beatris A. Escobedo-Trujillo

doi:10.3934/jdg.2016.3.25

Discount-sensitive equilibria in zero-sum stochastic differential games

Journal of Dynamics and Games ◽

10.3934/jdg.2016.3.25 ◽

2016 ◽

Vol 3 (1) ◽

pp. 25-50

Author(s):

Beatris A. Escobedo-Trujillo

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

Zero Sum

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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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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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Zero-sum stochastic differential games and backward equations

Systems & Control Letters ◽

10.1016/0167-6911(94)00011-j ◽

1995 ◽

Vol 24 (4) ◽

pp. 259-263 ◽

Cited By ~ 135

Author(s):

S. Hamadene ◽

J.P. Lepeltier

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

Zero Sum

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A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type

Systems & Control Letters ◽

10.1016/j.sysconle.2020.104624 ◽

2020 ◽

Vol 136 ◽

pp. 104624 ◽

Cited By ~ 2

Author(s):

Ran Tian ◽

Zhiyong Yu ◽

Rucheng Zhang

Keyword(s):

Saddle Point ◽

Differential Games ◽

Closed Loop ◽

Mean Field ◽

Stochastic Differential Games ◽

Linear Quadratic ◽

Field Type ◽

Zero Sum

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A Feedback Nash Equilibrium for Affine-Quadratic Zero-Sum Stochastic Differential Games With Random Coefficients

IEEE Control Systems Letters ◽

10.1109/lcsys.2020.2994642 ◽

2020 ◽

Vol 4 (4) ◽

pp. 868-873

Author(s):

Jun Moon

Keyword(s):

Nash Equilibrium ◽

Differential Games ◽

Stochastic Differential Games ◽

Random Coefficients ◽

Feedback Nash Equilibrium ◽

Zero Sum

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A Weak Dynamic Programming Principle for Zero-Sum Stochastic Differential Games with Unbounded Controls

SIAM Journal on Control and Optimization ◽

10.1137/120897638 ◽

2013 ◽

Vol 51 (3) ◽

pp. 2036-2080 ◽

Cited By ~ 12

Author(s):

Erhan Bayraktar ◽

Song Yao

Keyword(s):

Dynamic Programming ◽

Differential Games ◽

Stochastic Differential Games ◽

Dynamic Programming Principle ◽

Unbounded Controls ◽

Zero Sum

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Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients

Stochastics ◽

10.1080/17442508.2014.915973 ◽

2014 ◽

Vol 87 (1) ◽

pp. 85-111 ◽

Cited By ~ 11

Author(s):

Said Hamadène ◽

Rui Mu

Keyword(s):

Nash Equilibrium ◽

Differential Games ◽

Equilibrium Points ◽

Stochastic Differential Games ◽

Unbounded Coefficients ◽

Nash Equilibrium Points ◽

Zero Sum

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BSDEs with random default time and related zero-sum stochastic differential games

Comptes Rendus Mathematique ◽

10.1016/j.crma.2009.11.009 ◽

2010 ◽

Vol 348 (3-4) ◽

pp. 193-198 ◽

Cited By ~ 4

Author(s):

Shige Peng ◽

Xiaoming Xu

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

Default Time ◽

Zero Sum

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Two-person zero-sum linear quadratic stochastic differential games by a Hilbert space method

Journal of Industrial & Management Optimization ◽

10.3934/jimo.2006.2.95 ◽

2006 ◽

Vol 2 (1) ◽

pp. 95-117 ◽

Cited By ~ 17

Author(s):

Libin Mou ◽

◽

Jiongmin Yong ◽

Keyword(s):

Hilbert Space ◽

Differential Games ◽

Stochastic Differential Games ◽

Linear Quadratic ◽

Zero Sum ◽

Space Method

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Two-player zero-sum stochastic differential games with regime switching

Automatica ◽

10.1016/j.automatica.2020.108819 ◽

2020 ◽

Vol 114 ◽

pp. 108819

Author(s):

Siyu Lv

Keyword(s):

Differential Games ◽

Regime Switching ◽

Stochastic Differential Games ◽

Zero Sum

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