SCOPUS 정보 검색 플랫폼

SIAM Journal on Control and Optimization

Volumn 43, Issue 2, 2005, Pages 624-642

Nash equilibrium payoffs for nonzero-sum stochastic differential games

(3) Buckdahn, Rainer a Cardaliaguet, Pierre a Rainer, Catherine a

a UNIVERSITÉ DE BRETAGNE OCCIDENTALE (France)

Author keywords

Nash equilibrium; Nonzero sum differential game; Stochastic differential game

Indexed keywords

BROWNIAN MOVEMENT; DIFFERENTIAL EQUATIONS; DYNAMIC PROGRAMMING; MAPPING; MATHEMATICAL MODELS; PROBABILITY; PROBLEM SOLVING; SET THEORY; STOCHASTIC CONTROL SYSTEMS; THEOREM PROVING;

NASH EQUILIBRIUM; NONZERO-SUM DIFFERENTIAL GAME; STOCHASTIC DIFFERENTIAL GAME; SUBSETS;

GAME THEORY;

EID: 16244414648 PISSN: 03630129 EISSN: None Source Type: Journal
DOI: 10.1137/S0363012902411556 Document Type: Article

Times cited : (78)

References (9)

1
- 0034342533
- Stochastic games for N players
- A. BENSOUSSAN AND J. FREHSE, Stochastic games for N players, J. Optim. Theory Appl., 105 (2000), pp. 543-565.
- (2000) J. Optim. Theory Appl. , vol.105 , pp. 543-565
- Bensoussan, A.¹ Frehse, J.²

2
- 0000097584
- On the existence of value functions of two-player, zero-sum stochastic differential games
- W. H. FLEMING AND P. E. SOUGANIDIS, On the existence of value functions of two-player, zero-sum stochastic differential games, Indiana Univ. Math. J., 38 (1989), pp. 293-314.
- (1989) Indiana Univ. Math. J. , vol.38 , pp. 293-314
- Fleming, W.H.¹ Souganidis, P.E.²

3
- 1642360307
- BSDEs with continuous coefficients and stochastic differential games
- Backward Stochastic Differential Equations, N. El Karoui et al., eds., Longman, London
- S. HAMADÈNE, J.-P. LEPELTIER, AND S. PENG, BSDEs with continuous coefficients and stochastic differential games, in Backward Stochastic Differential Equations, N. El Karoui et al., eds., Pitman Res. Notes Math. Ser. 364, Longman, London, 1997, pp. 115-128.
- (1997) Pitman Res. Notes Math. Ser. , vol.364 , pp. 115-128
- Hamadène, S.¹ Lepeltier, J.-P.² Peng, S.³

4
- 0033482670
- Nonzero sum linear-quadratic stochastic differential games and backward-forward equations
- S. HAMADÈNE, Nonzero sum linear-quadratic stochastic differential games and backward-forward equations, Stochastic Anal. Appl., 17 (1999), pp. 117-130.
- (1999) Stochastic Anal. Appl. , vol.17 , pp. 117-130
- Hamadène, S.¹

5
- 0346324607
- Nauka Uralprime skoje Otdelenie, Ekaterinburg, (in Russian)
- A. F. KLEIMENOV, Nonantagonist Differential Games, Nauka Uralprime skoje Otdelenie, Ekaterinburg, 1993 (in Russian).
- (1993) Nonantagonist Differential Games
- Kleimenov, A.F.¹

6
- 0348215357
- On equilibrium positional strategies in nonantagonistic differential games
- A. F. KONONENKO, On equilibrium positional strategies in nonantagonistic differential games, Dokl. Akad. Nauk SSSR, 231 (1976), pp. 285-288.
- (1976) Dokl. Akad. Nauk SSSR , vol.231 , pp. 285-288
- Kononenko, A.F.¹

7
- 84972499819
- Stochastic differential games and viscosity solutions of Isaacs equations
- M. NISIO, Stochastic differential games and viscosity solutions of Isaacs equations, Nagoya Math. J., 110 (1988), pp. 163-184.
- (1988) Nagoya Math. J. , vol.110 , pp. 163-184
- Nisio, M.¹

8
- 16244414944
- manuscript
- C. RAINER, On Feedback Controls for Nonzero-Sum Stochastic Differential Games, manuscript, 2003.
- (2003) On Feedback Controls for Nonzero-sum Stochastic Differential Games
- Rainer, C.¹

9
- 0011313308
- Cooperative equilibria in differential games
- B. TOLWINSKI, A. HAURIE, AND G. LEITMANN, Cooperative equilibria in differential games, J. Math. Anal. Appl., 119 (1986), pp. 182-202.
- (1986) J. Math. Anal. Appl. , vol.119 , pp. 182-202
- Tolwinski, B.¹ Haurie, A.² Leitmann, G.³

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.