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

Libin Mou;  ; Jiongmin Yong;

doi:10.3934/jimo.2006.2.95

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

Download Full-text

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

Download Full-text

Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games

SIAM Journal on Control and Optimization ◽

10.1137/21m1401802 ◽

2022 ◽

Vol 60 (1) ◽

pp. 48-80

Author(s):

Beniamin Goldys ◽

James Yang ◽

Zhou Zhou

Keyword(s):

Singular Perturbation ◽

Differential Games ◽

Stochastic Differential Games ◽

Linear Quadratic ◽

Zero Sum

Download Full-text

Time-inconsistent linear-quadratic non-zero sum stochastic differential games with random jumps

International Journal of Control ◽

10.1080/00207179.2021.1881164 ◽

2021 ◽

pp. 1-11

Author(s):

Haiyang Wang ◽

Zhen Wu

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

Linear Quadratic ◽

Random Jumps ◽

Time Inconsistent ◽

Zero Sum

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

Some Linear-Quadratic Stochastic Differential Games Driven by State Dependent Gauss-Volterra Processes

Modeling, Stochastic Control, Optimization, and Applications - The IMA Volumes in Mathematics and its Applications ◽

10.1007/978-3-030-25498-8_8 ◽

2019 ◽

pp. 173-179

Author(s):

Tyrone E. Duncan ◽

Bozenna Pasik-Duncan

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

Linear Quadratic ◽

State Dependent

Download Full-text

Linear–quadratic mean field stochastic zero-sum differential games

Automatica ◽

10.1016/j.automatica.2020.109067 ◽

2020 ◽

Vol 120 ◽

pp. 109067 ◽

Cited By ~ 1

Author(s):

Jun Moon

Keyword(s):

Differential Games ◽

Mean Field ◽

Linear Quadratic ◽

Quadratic Mean ◽

Zero Sum

Download Full-text

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

Download Full-text

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

Download Full-text