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Volumn 43, Issue 4, 2005, Pages 1222-1233

Nonzero-sum stochastic differential games with discontinuous feedback

Author keywords

Discontinuous feedbacks; Nash point; Nonzero sum stochastic games; Strongly coupled parabolic systems

Indexed keywords

DIFFERENTIAL EQUATIONS; FEEDBACK; FUNCTIONS; GAME THEORY; HAMILTONIANS; MATRIX ALGEBRA; PROBABILITY; SET THEORY; THEOREM PROVING;

EID: 23244441684     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012903423715     Document Type: Article
Times cited : (38)

References (12)
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    • (2002) Appl. Math. Sci. , vol.151
    • Bensoussan, A.1    Frehse, J.2
  • 4
    • 0002295157 scopus 로고
    • Nonlinear elliptic systems in stochastic game theory
    • A. BENSOUSSAN AND J. FREHSE, Nonlinear elliptic systems in stochastic game theory, J. Reine Angew. Math., 350 (1984), pp. 23-67.
    • (1984) J. Reine Angew. Math. , vol.350 , pp. 23-67
    • Bensoussan, A.1    Frehse, J.2
  • 5
    • 0347622662 scopus 로고    scopus 로고
    • Existence and uniqueness of a Nash equilibrium feedback for a simple nonzero-sum differential game
    • P. CARDALIAGUET AND S. PLASKACZ, Existence and uniqueness of a Nash equilibrium feedback for a simple nonzero-sum differential game, Internat. J. Game Theory, 32 (2003), pp. 33-71.
    • (2003) Internat. J. Game Theory , vol.32 , pp. 33-71
    • Cardaliaguet, P.1    Plaskacz, S.2
  • 8
    • 23244464766 scopus 로고
    • Points d'equilibre dans le jeux stochastiques de somme non nulle
    • S. HAMEDÈNE AND J. P. LEPELTIER, Points d'equilibre dans le jeux stochastiques de somme non nulle, C. R. Acad. Sci. Paris Sér. I Math., 318 (1994), pp. 251-256.
    • (1994) C. R. Acad. Sci. Paris Sér. I Math. , vol.318 , pp. 251-256
    • Hamedène, S.1    Lepeltier, J.P.2
  • 9
    • 1642360307 scopus 로고    scopus 로고
    • BSDEs with continuous coefficients and stochastic differential games
    • Backward Stochastic Differential Equations (Paris, 1995-1996), El Karoui et al., ed., Longman, Harlow
    • S. HAMEDÈNE, J. P. LEPELTIER, AND S. PENG, BSDEs with continuous coefficients and stochastic differential games, in Backward Stochastic Differential Equations (Paris, 1995-1996), El Karoui et al., ed., Pitman Res. Notes Math. Ser. 364, Longman, Harlow, 1997, pp. 115-128.
    • (1997) Pitman Res. Notes Math. Ser. , vol.364 , pp. 115-128
    • Hamedène, S.1    Lepeltier, J.P.2    Peng, S.3
  • 12
    • 0036334433 scopus 로고    scopus 로고
    • On open- and closed-loop bang-bang control in nonzero-sum differential games
    • G. J. OLSDER, On open- and closed-loop bang-bang control in nonzero-sum differential games, SIAM J. Control Optim., 40 (2001), pp. 1087-1106.
    • (2001) SIAM J. Control Optim. , vol.40 , pp. 1087-1106
    • Olsder, G.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.