Stochastic differential games: Occupation measure based approach

Journal of Optimization Theory and Applications

Volumn 73, Issue 2, 1992, Pages 359-385

  Borkar, V S ^a   Ghosh, M K ^b  

^a INDIAN INSTITUTE OF SCIENCE   (India)

^b TATA INSTITUTE OF FUNDAMENTAL RESEARCH   (India)

Author keywords

equilibrium; invariant measure; Isaacs equation; Markov strategy; Occupation measure

Indexed keywords

MATHEMATICAL STATISTICS; OPTIMIZATION - CALCULATIONS; PROBABILITY - GAME THEORY;

MARKOV STRATEGY; OCCUPATION MEASURE; STOCHASTIC DIFFERENTIAL GAMES;

DECISION THEORY AND ANALYSIS;

EID: 0026867786     PISSN: 00223239     EISSN: 15732878     Source Type: Journal    
DOI: 10.1007/BF00940187     Document Type: Article

References (14)

1. Optimal Play in a Stochastic Differential Game
2. N-Player Stochastic Differential Games
3. On Existence of a Nash Equilibrium Point in N-Person Nonzero-Sum Stochastic Differential Games
4. A Note on the Existence of a Nash Equilibrium Point in Stochastic Differential Games
5. On Strong Solution and Explicit Formulas for Solutions of Stochastic Integral Equations
6. Asymptotic Behavior of Several Dimensional Diffusions
7. Controlled Diffusion with Constraints
8. Bounds for the Fundamental Solution of a Parabolic Equation
9. Fixed Point and Minimax Theorems in Locally Convex Topological Linear Spaces
10. Existence of Optimal Strategies Based on a Specified Information, for a Class of Stochastic Decision Problems