Pathwise Strategies for Stochastic Differential Games with an Erratum to "Stochastic Differential Games with Asymmetric Information"

被引：11

作者：

Cardaliaguet, P. ^{[1
]}

Rainer, C. ^{[2
]}

机构：

[1] Univ Paris 09, CEREMADE, F-75775 Paris 16, France

[2] Univ Bretagne Occidentale, F-29285 Brest, France

来源：

APPLIED MATHEMATICS AND OPTIMIZATION | 2013年 / 68卷 / 01期

关键词：

Differential games; Strategies; Games with incomplete information;

D O I：

10.1007/s00245-013-9198-0

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We introduce a new notion of pathwise strategies for stochastic differential games. This allows us to give a correct meaning to some statement asserted in Cardaliaguet and Rainer (Appl. Math. Optim. 59: 1-36, 2009).

引用

页码：75 / 84

页数：10

共 50 条

[21] Approximation and representation of the value for some differential games with asymmetric information
Souquiere, A.
INTERNATIONAL JOURNAL OF GAME THEORY, 2010, 39 (04) : 699 - 722
[22] REPEATED GAMES AND QUALITATIVE DIFFERENTIAL GAMES: APPROACHABILITY AND COMPARISON OF STRATEGIES
Soulaimani, Sami As
Quincampoix, Marc
Sorin, Sylvain
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2009, 48 (04) : 2461 - 2479
[23] DIFFERENTIAL-GAMES WITH INFORMATION LAGS
QIAN, XJ
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1994, 32 (03) : 808 - 830
[24] Convergence of Adaptive Linear Stochastic Differential Games: Nonzero-sum Case
Li, Yan
Guo, Lei
PROCEEDINGS OF THE 10TH WORLD CONGRESS ON INTELLIGENT CONTROL AND AUTOMATION (WCICA 2012), 2012, : 3543 - 3548
[25] STOCHASTIC DIFFERENTIAL GAMES ON INVESTMENT, CONSUMPTION AND PROPORTIONAL REINSURANCE UNDER THE CEV MODEL
Bin, Ning
Zhu, Huai-Nian
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2025, 21 (01) : 636 - 657
[26] Linear-Quadratic Stochastic Differential Stackelberg Games with a High Population of Followers
Moon, Jun
Basar, Tamer
2015 54TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC), 2015, : 2270 - 2275
[27] Stochastic Evolutionary Selection in Heterogeneous Populations for Asymmetric Games
Zhang, Yanfang
Gao, Xing
COMPUTATIONAL ECONOMICS, 2015, 45 (03) : 501 - 515
[28] Linear Quadratic Stackelberg Stochastic Differential Games: Closed-Loop Solvability
Li, Zixuan
Shi, Jingtao
2021 PROCEEDINGS OF THE 40TH CHINESE CONTROL CONFERENCE (CCC), 2021, : 1063 - 1070
[29] Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints
Wang, Ning
Zhang, Nan
Jin, Zhuo
Qian, Linyi
INSURANCE MATHEMATICS & ECONOMICS, 2021, 96 : 168 - 184
[30] Stochastic evolutionary dynamics of trust games with asymmetric parameters
Lim, Ik Soo
PHYSICAL REVIEW E, 2020, 102 (06)

← 1 2 3 4 5 →