Maximum Principle for Non-Zero Sum Stochastic Differential Game with Discrete and Distributed Delays

Journal of Systems Science and Complexity ◽

10.1007/s11424-020-9068-1 ◽

2020 ◽

Author(s):

Qixia Zhang

Keyword(s):

Maximum Principle ◽

Differential Game ◽

Distributed Delays ◽

Stochastic Differential Game ◽

Zero Sum

Maximum principle for partial observed zero-sum stochastic differential game of mean-field SDEs

2017 36th Chinese Control Conference (CCC) ◽

10.23919/chicc.2017.8027625 ◽

2017 ◽

Cited By ~ 2

Author(s):

Maoning Tang ◽

Qingxin Meng

Keyword(s):

Maximum Principle ◽

Differential Game ◽

Mean Field ◽

Stochastic Differential Game ◽

Zero Sum

Maximum principle for mean-field zero-sum stochastic differential game with partial information and its application to finance

European Journal of Control ◽

10.1016/j.ejcon.2017.04.006 ◽

2017 ◽

Vol 37 ◽

pp. 8-15 ◽

Cited By ~ 6

Author(s):

Jinbiao Wu ◽

Zaiming Liu

Keyword(s):

Maximum Principle ◽

Differential Game ◽

Partial Information ◽

Mean Field ◽

Stochastic Differential Game ◽

Zero Sum

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 ◽

Cited By ~ 8

Author(s):

Parsiad Azimzadeh

Keyword(s):

Differential Game ◽

Cost Functions ◽

Stochastic Differential Game ◽

Zero Sum

A Stochastic Maximum Principle for a Stochastic Differential Game of a Mean-Field Type

Applied Mathematics & Optimization ◽

10.1007/s00245-012-9177-x ◽

2012 ◽

Vol 66 (3) ◽

pp. 415-454 ◽

Cited By ~ 19

Author(s):

John Joseph Absalom Hosking

Keyword(s):

Maximum Principle ◽

Differential Game ◽

Mean Field ◽

Stochastic Maximum Principle ◽

Stochastic Differential Game ◽

Field Type

Optimal Control for a Zero-Sum Stochastic Differential Game with Noisy Memory Under G-Expectation

2018 37th Chinese Control Conference (CCC) ◽

10.23919/chicc.2018.8483763 ◽

2018 ◽

Author(s):

Jinbiao Wu ◽

Hongchao Qian

Keyword(s):

Optimal Control ◽

Differential Game ◽

Stochastic Differential Game ◽

Zero Sum

An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach

SIAM Journal on Control and Optimization ◽

10.1137/130947465 ◽

2015 ◽

Vol 53 (4) ◽

pp. 2141-2167 ◽

Cited By ~ 19

Author(s):

Zhiyong Yu

Keyword(s):

Feedback Control ◽

Riccati Equation ◽

Differential Game ◽

Control Strategy ◽

Optimal Feedback Control ◽

Stochastic Differential Game ◽

Equation Approach ◽

Linear Quadratic ◽

Feedback Control Strategy ◽

Zero Sum

Maximum Principle for Nonzero-Sum Stochastic Differential Game With Delays

IEEE Transactions on Automatic Control ◽

10.1109/tac.2014.2352731 ◽

2015 ◽

Vol 60 (5) ◽

pp. 1422-1426 ◽

Cited By ~ 11

Author(s):

Li Chen ◽

Zhiyong Yu

Keyword(s):

Maximum Principle ◽

Differential Game ◽

Stochastic Differential Game

Zero-Sum Stochastic Differential Game in Finite Horizon Involving Impulse Controls

Applied Mathematics & Optimization ◽

10.1007/s00245-018-9529-2 ◽

2018 ◽

Vol 81 (3) ◽

pp. 1055-1087 ◽

Cited By ~ 1

Author(s):

Brahim El Asri ◽

Sehail Mazid

Keyword(s):

Differential Game ◽

Finite Horizon ◽

Stochastic Differential Game ◽

Zero Sum ◽

Impulse Controls

The Mixed Zero-Sum Stochastic Differential Game in the Model with Jumps

Annals of the International Society of Dynamic Games - Advances in Dynamic Games ◽

10.1007/978-0-8176-8089-3_5 ◽

2010 ◽

pp. 83-110 ◽

Cited By ~ 1

Author(s):

Saïd Hamadène ◽

Hao Wang

Keyword(s):

Differential Game ◽

Stochastic Differential Game ◽

Zero Sum

Mixed Zero-Sum Stochastic Differential Game and American Game Options

SIAM Journal on Control and Optimization ◽

10.1137/s036301290444280x ◽

2006 ◽

Vol 45 (2) ◽

pp. 496-518 ◽

Cited By ~ 48

Author(s):

S. Hamadène

Keyword(s):

Differential Game ◽

Stochastic Differential Game ◽

Game Options ◽

Zero Sum