Nonzero-sum stochastic differential games with discontinuous feedback

被引：31
|
作者：
Mannucci, P [1 ]
机构：
[1] Univ Padua, Dipartimento Matemat Pura & Applicata, I-35135 Padua, Italy
来源：
SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 2004年 / 43卷 / 04期
关键词：
nonzero-sum stochastic games; Nash point; strongly coupled parabolic systems; discontinuous feedbacks;
D O I：
10.1137/S0363012903423715
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The existence of a Nash equilibrium feedback is established for a two-player nonzero-sum stochastic differential game with discontinuous feedback. This is obtained by studying a parabolic system strongly coupled by discontinuous terms.
引用
收藏
页码：1222 / 1233
页数：12
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