A Partially Observed Nonzero‐Sum Stochastic Differential Game with Delays and its Application to Finance

Asian Journal of Control ◽

10.1002/asjc.1970 ◽

2018 ◽

Vol 21 (2) ◽

pp. 977-988 ◽

Author(s):

Bixuan Yang ◽

Tiexin Guo ◽

Jinbiao Wu

Keyword(s):

Differential Game ◽

Stochastic Differential Game ◽

Partially Observed

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A linear-quadratic partially observed Stackelberg stochastic differential game with application

Applied Mathematics and Computation ◽

10.1016/j.amc.2021.126819 ◽

2021 ◽

pp. 126819

Author(s):

Yueyang Zheng ◽

Jingtao Shi

Keyword(s):

Differential Game ◽

Stochastic Differential Game ◽

Linear Quadratic ◽

Partially Observed

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On a stochastic differential game and its relationship with mixed H2/H∞ control

1992 American Control Conference ◽

10.23919/acc.1992.4792329 ◽

1992 ◽

Author(s):

Ramine Nikoukhah ◽

Francois Delebecque

Keyword(s):

Differential Game ◽

Stochastic Differential Game

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Stackelberg stochastic differential game with asymmetric noisy observations

International Journal of Control ◽

10.1080/00207179.2021.1916078 ◽

2021 ◽

pp. 1-21

Author(s):

Yueyang Zheng ◽

Jingtao Shi

Keyword(s):

Differential Game ◽

Stochastic Differential Game

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Quality control strategies of the supply chain based on stochastic differential game

Evolutionary Intelligence ◽

10.1007/s12065-021-00622-w ◽

2021 ◽

Author(s):

Yu Li ◽

Linzhong Liu ◽

Wenxia Li

Keyword(s):

Quality Control ◽

Supply Chain ◽

Differential Game ◽

Control Strategies ◽

Stochastic Differential Game

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A nonlinear partially observed differential game with a finite-dimensional information state

Systems & Control Letters ◽

10.1016/0167-6911(95)00005-t ◽

1995 ◽

Vol 26 (2) ◽

pp. 137-145 ◽

Author(s):

M.R. James ◽

S. Yuliar

Keyword(s):

Differential Game ◽

Information State ◽

Finite Dimensional ◽

Partially Observed

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The Existence of Game Value for Path-dependent Stochastic Differential Game

SIAM Journal on Control and Optimization ◽

10.1137/15m1015042 ◽

2017 ◽

Vol 55 (4) ◽

pp. 2519-2542

Author(s):

Fu Zhang

Keyword(s):

Differential Game ◽

Stochastic Differential Game ◽

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A Zero-Sum Stochastic Differential Game with Impulses, Precommitment, and Unrestricted Cost Functions

Applied Mathematics & Optimization ◽

10.1007/s00245-017-9445-x ◽

2017 ◽

Vol 79 (2) ◽

pp. 483-514 ◽

Author(s):

Parsiad Azimzadeh

Keyword(s):

Differential Game ◽

Cost Functions ◽

Stochastic Differential Game ◽

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Competition and Collusion Between Government and Businesses in Pollution Management: Analysis Based on Stochastic Differential Game

Public Administration and Information Technology - Policy Analytics, Modelling, and Informatics ◽

10.1007/978-3-319-61762-6_18 ◽

2017 ◽

pp. 407-427

Author(s):

Danlu Jiang ◽

Jing Zhang

Keyword(s):

Differential Game ◽

Stochastic Differential Game ◽

Pollution Management

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A Stochastic Differential Game Theory Approach to Human Operators in Adversary Tracking Encounters

IEEE Transactions on Systems Man and Cybernetics ◽

10.1109/tsmc.1980.4308397 ◽

1980 ◽

Vol 10 (11) ◽

pp. 755-762

Keyword(s):

Game Theory ◽

Differential Game ◽

Stochastic Differential Game ◽

Theory Approach ◽

Differential Game Theory ◽

Human Operators

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Computation of suboptimal Nash strategies for a stochastic differential game under partial observation†

International Journal of Systems Science ◽

10.1080/00207728208926413 ◽

1982 ◽

Vol 13 (10) ◽

pp. 1093-1107 ◽

Author(s):

YAAKOV YAVIN

Keyword(s):

Differential Game ◽

Stochastic Differential Game ◽

Partial Observation ◽

Nash Strategies

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