Saddle-Point Equilibrium of Bilinear Itô Stochastic Differential Games

Communications in Computer and Information Science - Applied Informatics and Communication ◽

10.1007/978-3-642-23226-8_48 ◽

2011 ◽

pp. 368-373

Author(s):

Xiaoqiu Gao ◽

Chengke Zhang ◽

Huainian Zhu

Keyword(s):

Saddle Point ◽

Differential Games ◽

Stochastic Differential Games ◽

Saddle Point Equilibrium

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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 ◽

Author(s):

Ran Tian ◽

Zhiyong Yu ◽

Rucheng Zhang

Keyword(s):

Saddle Point ◽

Differential Games ◽

Closed Loop ◽

Stochastic Differential Games ◽

Linear Quadratic ◽

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On the saddle-point solution of a class of stochastic differential games

Journal of Optimization Theory and Applications ◽

10.1007/bf00935757 ◽

1981 ◽

Vol 33 (4) ◽

pp. 539-556 ◽

Author(s):

T. Başar

Keyword(s):

Saddle Point ◽

Differential Games ◽

Stochastic Differential Games ◽

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On stochastic differential games: Sufficient conditions that a given strategy be a saddle point, and numerical procedures for the solution of the game

Journal of Mathematical Analysis and Applications ◽

10.1016/0022-247x(69)90199-1 ◽

1969 ◽

Vol 26 (3) ◽

pp. 560-575 ◽

Author(s):

Harold J Kushner ◽

Stanley G Chamberlain

Keyword(s):

Saddle Point ◽

Differential Games ◽

Sufficient Conditions ◽

Stochastic Differential Games

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On the saddle-point solutions of a class of stochastic differential games

10.1109/cdc.1979.270093 ◽

1979 ◽

Author(s):

Tamer Basar

Keyword(s):

Saddle Point ◽

Differential Games ◽

Stochastic Differential Games

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Saddle-point equilibrium sequence in one class of singular infinite horizon zero-sum linear-quadratic differential games with state delays

Optimization ◽

10.1080/02331934.2018.1497033 ◽

2018 ◽

Vol 68 (1) ◽

pp. 349-384 ◽

Author(s):

Valery Y. Glizer

Keyword(s):

Saddle Point ◽

Differential Games ◽

Quadratic Differential ◽

Infinite Horizon ◽

Linear Quadratic ◽

State Delays ◽

Linear Quadratic Differential Games ◽

Zero Sum ◽

Saddle Point Equilibrium ◽

Equilibrium Sequence

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Uncertain saddle point equilibrium differential games with non-anticipating strategies

European Journal of Control ◽

10.1016/j.ejcon.2018.01.004 ◽

2018 ◽

Vol 41 ◽

pp. 8-15 ◽

Author(s):

Yun Sun ◽

Yuanguo Zhu

Keyword(s):

Saddle Point ◽

Differential Games ◽

Saddle Point Equilibrium

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

ACTA AUTOMATICA SINICA ◽

10.3724/sp.j.1004.2013.00390 ◽

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

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

Frontiers of Mathematics in China ◽

10.1007/s11464-020-0889-y ◽

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 ◽

Stochastic Differential Games ◽

Doubly Stochastic

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Bias and Overtaking Equilibria for Zero-Sum Stochastic Differential Games

Journal of Optimization Theory and Applications ◽

10.1007/s10957-011-9974-4 ◽

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 ◽

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On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains and the Isaacs equations

Probability Theory and Related Fields ◽

10.1007/s00440-013-0495-y ◽

2013 ◽

Vol 158 (3-4) ◽

pp. 751-783 ◽

Author(s):

N. V. Krylov

Keyword(s):

Dynamic Programming ◽

Differential Games ◽

Stochastic Differential Games ◽

Dynamic Programming Principle ◽

Isaacs Equations

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