Linear-Quadratic McKean-Vlasov Stochastic Differential Games

Modeling, Stochastic Control, Optimization, and Applications - The IMA Volumes in Mathematics and its Applications ◽

10.1007/978-3-030-25498-8_19 ◽

2019 ◽

pp. 451-481

Author(s):

Enzo Miller ◽

Huyên Pham

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

Linear Quadratic

Download Full-text

Some Linear-Quadratic Stochastic Differential Games Driven by State Dependent Gauss-Volterra Processes

Modeling, Stochastic Control, Optimization, and Applications - The IMA Volumes in Mathematics and its Applications ◽

10.1007/978-3-030-25498-8_8 ◽

2019 ◽

pp. 173-179

Author(s):

Tyrone E. Duncan ◽

Bozenna Pasik-Duncan

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

Linear Quadratic ◽

State Dependent

Download Full-text

A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type

Systems & Control Letters ◽

10.1016/j.sysconle.2020.104624 ◽

2020 ◽

Vol 136 ◽

pp. 104624 ◽

Cited By ~ 2

Author(s):

Ran Tian ◽

Zhiyong Yu ◽

Rucheng Zhang

Keyword(s):

Saddle Point ◽

Differential Games ◽

Closed Loop ◽

Mean Field ◽

Stochastic Differential Games ◽

Linear Quadratic ◽

Field Type ◽

Zero Sum

Download Full-text

Linear Quadratic Stackelberg Stochastic Differential Games: Closed-Loop Solvability

10.23919/ccc52363.2021.9550347 ◽

2021 ◽

Author(s):

Zixuan Li ◽

Jingtao Shi

Keyword(s):

Differential Games ◽

Closed Loop ◽

Stochastic Differential Games ◽

Linear Quadratic

Download Full-text

Two-person zero-sum linear quadratic stochastic differential games by a Hilbert space method

Journal of Industrial & Management Optimization ◽

10.3934/jimo.2006.2.95 ◽

2006 ◽

Vol 2 (1) ◽

pp. 95-117 ◽

Cited By ~ 17

Author(s):

Libin Mou ◽

◽

Jiongmin Yong ◽

Keyword(s):

Hilbert Space ◽

Differential Games ◽

Stochastic Differential Games ◽

Linear Quadratic ◽

Zero Sum ◽

Space Method

Download Full-text

Some linear-quadratic stochastic differential games for equations in Hilbert spaces with fractional Brownian motions

Discrete and Continuous Dynamical Systems ◽

10.3934/dcds.2015.35.5435 ◽

2015 ◽

Vol 35 (11) ◽

pp. 5435-5445 ◽

Cited By ~ 3

Author(s):

Tyrone E. Duncan ◽

Keyword(s):

Differential Games ◽

Hilbert Spaces ◽

Stochastic Differential Games ◽

Linear Quadratic ◽

Brownian Motions ◽

Fractional Brownian Motions

Download Full-text

Stackelberg strategies in linear-quadratic stochastic differential games

Journal of Optimization Theory and Applications ◽

10.1007/bf00934911 ◽

1981 ◽

Vol 35 (3) ◽

pp. 443-464 ◽

Cited By ~ 22

Author(s):

A. Bagchi ◽

T. Başar

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

Linear Quadratic ◽

Stackelberg Strategies

Download Full-text

LINEAR–QUADRATIC STOCHASTIC DIFFERENTIAL GAMES FOR DISTRIBUTED PARAMETER SYSTEMS

Pursuit-Evasion Differential Games ◽

10.1016/b978-0-08-034862-9.50025-6 ◽

1987 ◽

pp. 247-259

Author(s):

S.-I. AIHARA ◽

A. BAGCHI

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

Distributed Parameter Systems ◽

Distributed Parameter ◽

Linear Quadratic

Download Full-text

Linear-quadratic stochastic differential games for distributed parameter systems

Computers & Mathematics with Applications ◽

10.1016/0898-1221(87)90108-8 ◽

1987 ◽

Vol 13 (1-3) ◽

pp. 247-259

Author(s):

S.-I. Aihara ◽

A. Bagchi

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

Distributed Parameter Systems ◽

Distributed Parameter ◽

Linear Quadratic

Download Full-text

On the existence and uniqueness of closed-loop sampled-data nash controls in linear-quadratic stochastic differential games

Optimization Techniques - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0036394 ◽

2006 ◽

pp. 193-203 ◽

Cited By ~ 3

Author(s):

Tamer Başar

Keyword(s):

Differential Games ◽

Existence And Uniqueness ◽

Closed Loop ◽

Stochastic Differential Games ◽

Sampled Data ◽

Linear Quadratic

Download Full-text

Distributed Computation of Nash Equilibria in Linear-Quadratic Stochastic Differential Games

SIAM Journal on Control and Optimization ◽

10.1137/0327030 ◽

1989 ◽

Vol 27 (3) ◽

pp. 563-578 ◽

Cited By ~ 8

Author(s):

Tamer Başar ◽

Shu Li

Keyword(s):

Differential Games ◽

Nash Equilibria ◽

Stochastic Differential Games ◽

Distributed Computation ◽

Linear Quadratic

Download Full-text