Nonzero-sum stochastic games with unbounded costs. Discounted and average cost cases

被引：0
作者：
Sennott, Linn I.
机构：
来源：
ZOR. Zeitschrift Fuer Operations Research | 1994年 / 40卷 / 02期
关键词：
D O I：
暂无
中图分类号：
学科分类号：
摘要：
引用
收藏
相关论文
共 50 条
[41]   Convergence of Adaptive Linear Stochastic Differential Games: Nonzero-sum Case [J].
Li, Yan ;
Guo, Lei .
PROCEEDINGS OF THE 10TH WORLD CONGRESS ON INTELLIGENT CONTROL AND AUTOMATION (WCICA 2012), 2012, :3543-3548
[42]   Infinite Time Nonzero-Sum Linear Quadratic Stochastic Differential Games [J].
Sun Huiying ;
Li Meng ;
Zhang Weihai .
PROCEEDINGS OF THE 29TH CHINESE CONTROL CONFERENCE, 2010, :1081-1084
[43]   Risk-Sensitive Nonzero-Sum Stochastic Differential Game with Unbounded Coefficients [J].
Hamadene, Said ;
Mu, Rui .
DYNAMIC GAMES AND APPLICATIONS, 2021, 11 (01) :84-108
[44]   Nash Points for Nonzero-Sum Stochastic Differential Games with Separate Hamiltonians [J].
Mannucci, Paola .
DYNAMIC GAMES AND APPLICATIONS, 2014, 4 (03) :329-344
[45]   INFORMATIONAL PROPERTIES OF NASH SOLUTIONS OF 2 STOCHASTIC NONZERO-SUM GAMES [J].
BASAR, T ;
HO, YC .
JOURNAL OF ECONOMIC THEORY, 1974, 7 (04) :370-387
[46]   Nonzero-Sum Stochastic Differential Games Between an Impulse Controller and a Stopper [J].
Campi, Luciano ;
De Santis, Davide .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2020, 186 (02) :688-724
[47]   A Variational Formula for Nonzero-Sum Stochastic Differential Games of FBSDEs and Applications [J].
Tang, Maoning .
MATHEMATICAL PROBLEMS IN ENGINEERING, 2014, 2014
[48]   Nonzero-Sum Stochastic Differential Games Between an Impulse Controller and a Stopper [J].
Luciano Campi ;
Davide De Santis .
Journal of Optimization Theory and Applications, 2020, 186 :688-724
[49]   NASH EQUILIBRIUM POINTS OF RECURSIVE NONZERO-SUM STOCHASTIC DIFFERENTIAL GAMES WITH UNBOUNDED COEFFICIENTS AND RELATED MULTIPLE DIMENSIONAL BSDES [J].
Mu, Rui ;
Wu, Zhen .
MATHEMATICAL CONTROL AND RELATED FIELDS, 2017, 7 (02) :289-304
[50]   SOME ASPECTS OF NONZERO-SUM DIFFERENTIAL GAMES [J].
LAWSER, JJ ;
VOLZ, RA .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1971, AC16 (01) :66-&
12345