Zero-Sum Risk-Sensitive Stochastic Differential Games

Mathematics of Operations Research ◽

10.1287/moor.1120.0542 ◽

2012 ◽

Vol 37 (3) ◽

pp. 437-449 ◽

Author(s):

Arnab Basu ◽

Mrinal K. Ghosh

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

Risk Sensitive ◽

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Zero-Sum Stochastic Differential Games with Risk-Sensitive Cost

Applied Mathematics & Optimization ◽

10.1007/s00245-018-9479-8 ◽

2018 ◽

Vol 81 (1) ◽

pp. 113-140 ◽

Author(s):

Anup Biswas ◽

Subhamay Saha

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

Risk Sensitive ◽

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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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Backward equations, stochastic control and zero-sum stochastic differential games

Stochastics and Stochastics Reports ◽

10.1080/17442509508834006 ◽

1995 ◽

Vol 54 (3-4) ◽

pp. 221-231 ◽

Author(s):

S. Hamadene ◽

J.P. Lepeltier

Keyword(s):

Differential Games ◽

Stochastic Control ◽

Stochastic Differential Games ◽

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Discount-sensitive equilibria in zero-sum stochastic differential games

Journal of Dynamics and Games ◽

10.3934/jdg.2016.3.25 ◽

2016 ◽

Vol 3 (1) ◽

pp. 25-50

Author(s):

Beatris A. Escobedo-Trujillo

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

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Zero-sum stochastic differential games and backward equations

Systems & Control Letters ◽

10.1016/0167-6911(94)00011-j ◽

1995 ◽

Vol 24 (4) ◽

pp. 259-263 ◽

Author(s):

S. Hamadene ◽

J.P. Lepeltier

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

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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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A Feedback Nash Equilibrium for Affine-Quadratic Zero-Sum Stochastic Differential Games With Random Coefficients

IEEE Control Systems Letters ◽

10.1109/lcsys.2020.2994642 ◽

2020 ◽

Vol 4 (4) ◽

pp. 868-873

Author(s):

Jun Moon

Keyword(s):

Nash Equilibrium ◽

Differential Games ◽

Stochastic Differential Games ◽

Random Coefficients ◽

Feedback Nash Equilibrium ◽

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A Weak Dynamic Programming Principle for Zero-Sum Stochastic Differential Games with Unbounded Controls

SIAM Journal on Control and Optimization ◽

10.1137/120897638 ◽

2013 ◽

Vol 51 (3) ◽

pp. 2036-2080 ◽

Author(s):

Erhan Bayraktar ◽

Song Yao

Keyword(s):

Dynamic Programming ◽

Differential Games ◽

Stochastic Differential Games ◽

Dynamic Programming Principle ◽

Unbounded Controls ◽

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Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients

Stochastics ◽

10.1080/17442508.2014.915973 ◽

2014 ◽

Vol 87 (1) ◽

pp. 85-111 ◽

Author(s):

Said Hamadène ◽

Rui Mu

Keyword(s):

Nash Equilibrium ◽

Differential Games ◽

Equilibrium Points ◽

Stochastic Differential Games ◽

Unbounded Coefficients ◽

Nash Equilibrium Points ◽

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Nash Equilibria of Risk-Sensitive Nonlinear Stochastic Differential Games

Journal of Optimization Theory and Applications ◽

10.1023/a:1022678204735 ◽

1999 ◽

Vol 100 (3) ◽

pp. 479-498 ◽

Author(s):

T. Başar

Keyword(s):

Differential Games ◽

Nash Equilibria ◽

Stochastic Differential Games ◽

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