Stochastic Differential Games

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Agnès Sulem
Keyword(s):  
Differential Games ◽  
Stochastic Differential Games

Near Optimal Strategy for Nonlinear Stochastic Differential Games Based on the Technique of Statistical Linearization

2014 ◽  
Vol 39 (4) ◽  
pp. 390-399
Author(s):  
Ping ZHANG ◽  
Yang-Wang FANG ◽  
Xiao-Bin HUI ◽  
Xin-Ai LIU ◽  
Liang LI
Keyword(s):  
Differential Games ◽  
Optimal Strategy ◽  
Stochastic Differential Games ◽  
Statistical Linearization

Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games

2020 ◽  
Vol 15 (6) ◽  
pp. 1307-1326
Author(s):  
Qingfeng Zhu ◽  
Lijiao Su ◽  
Fuguo Liu ◽  
Yufeng Shi ◽  
Yong’ao Shen ◽  
...  
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Differential Games ◽  
Mean Field ◽  
Stochastic Differential Games ◽  
Field Type ◽  
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2011 ◽  
Vol 153 (3) ◽  
pp. 662-687 ◽  
Author(s):  
Beatris Escobedo-Trujillo ◽  
Daniel López-Barrientos ◽  
Onésimo Hernández-Lerma
Keyword(s):  
Differential Games ◽  
Stochastic Differential Games ◽  
Zero Sum
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