NONZERO-SUM STOCHASTIC DIFFERENTIAL GAMES WITH STOPPING TIMES AND FREE BOUNDARY PROBLEMS

被引：3

作者：

BENSOUSSAN, A

FRIEDMAN, A

机构：

[1] UNIV PARIS 9,DEPT MATH,F-75016 PARIS,FRANCE

[2] INST RECH INFORMAT & AUTOMAT,F-78150 LE CHESNAY,FRANCE

[3] NORTHWESTERN UNIV,DEPT MATH,EVANSTON,IL 60201

来源：

TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY | 1977年 / 231卷 / 02期

关键词：

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

页码：275 / 327

页数：53

共 50 条

[1] Nonzero-sum stochastic differential games with reflecting diffusions
Ghosh, Mrinal K.
Kumar, K. Suresh
[J]. COMPUTATIONAL & APPLIED MATHEMATICS, 1999, 18 (03): : 355 - 368
[2] Nonzero-sum stochastic differential games with discontinuous feedback
Mannucci, P
[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2004, 43 (04) : 1222 - 1233
[3] Numerical approximations for nonzero-sum stochastic differential games
Kushner, Harold J.
[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2007, 46 (06) : 1942 - 1971
[4] Stochastic adaptive linear quadratic nonzero-sum differential games
Tian, Xiu-Qin
Liu, Shu-Jun
Yang, Xue
[J]. Applied Mathematics and Computation, 2024, 477
[5] NONZERO-SUM GAMES OF OPTIMAL STOPPING AND GENERALIZED NASH EQUILIBRIUM PROBLEMS
Martyr, Randall
Moriarty, John
[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2021, 59 (02) : 1443 - 1465
[6] Two different approaches to nonzero-sum stochastic differential games
Rainer, Catherine
[J]. APPLIED MATHEMATICS AND OPTIMIZATION, 2007, 56 (01): : 131 - 144
[7] NASH EQUILIBRIA FOR NONZERO-SUM ERGODIC STOCHASTIC DIFFERENTIAL GAMES
Cohen, Samuel N.
Fedyashov, Victor
[J]. JOURNAL OF APPLIED PROBABILITY, 2017, 54 (04) : 977 - 994
[8] Nash equilibrium payoffs for nonzero-sum stochastic differential games
Buckdahn, R
Cardaliaguet, P
Rainer, C
[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2004, 43 (02) : 624 - 642
[9] Two Different Approaches to Nonzero-Sum Stochastic Differential Games
Catherine Rainer
[J]. Applied Mathematics and Optimization, 2007, 56 : 131 - 144
[10] Nonzero-Sum Games of Optimal Stopping for Markov Processes
Attard, Natalie
[J]. APPLIED MATHEMATICS AND OPTIMIZATION, 2018, 77 (03): : 567 - 597

← 1 2 3 4 5 →