Stochastic Differential Games. Theory and Applications - Atlantis Studies in Probability and Statistics
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9789491216466, 9789491216473

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Stochastic Linear Pursuit-Evasion Game

Stochastic Differential Games. Theory and Applications - Atlantis Studies in Probability and Statistics ◽

10.2991/978-94-91216-47-3_2 ◽

2012 ◽

pp. 25-45

Author(s):

Kandethody M. Ramachandran ◽

Chris P. Tsokos

Keyword(s):

Pursuit Evasion ◽

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Introduction, Survey and Background Material

Stochastic Differential Games. Theory and Applications - Atlantis Studies in Probability and Statistics ◽

10.2991/978-94-91216-47-3_1 ◽

2012 ◽

pp. 1-24

Author(s):

Kandethody M. Ramachandran ◽

Chris P. Tsokos

Keyword(s):

Background Material

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Weak Convergence in Two Player Stochastic Differential Games

Stochastic Differential Games. Theory and Applications - Atlantis Studies in Probability and Statistics ◽

10.2991/978-94-91216-47-3_6 ◽

2012 ◽

pp. 95-145 ◽

Author(s):

Kandethody M. Ramachandran ◽

Chris P. Tsokos

Keyword(s):

Weak Convergence ◽

Differential Games ◽

Stochastic Differential Games

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N-Person Noncooperative Differential Games

Stochastic Differential Games. Theory and Applications - Atlantis Studies in Probability and Statistics ◽

10.2991/978-94-91216-47-3_5 ◽

2012 ◽

pp. 73-93

Author(s):

Kandethody M. Ramachandran ◽

Chris P. Tsokos

Keyword(s):

Differential Games ◽

Noncooperative Differential Games

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Formal Solutions for Some Classes of Stochastic Linear Pursuit-Evasion Games

Stochastic Differential Games. Theory and Applications - Atlantis Studies in Probability and Statistics ◽

10.2991/978-94-91216-47-3_4 ◽

2012 ◽

pp. 65-71

Author(s):

Kandethody M. Ramachandran ◽

Chris P. Tsokos

Keyword(s):

Pursuit Evasion ◽

Formal Solutions

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Applications to Finance

Stochastic Differential Games. Theory and Applications - Atlantis Studies in Probability and Statistics ◽

10.2991/978-94-91216-47-3_9 ◽

2012 ◽

pp. 215-232

Author(s):

Kandethody M. Ramachandran ◽

Chris P. Tsokos

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Weak Convergence in Many Player Games

Stochastic Differential Games. Theory and Applications - Atlantis Studies in Probability and Statistics ◽

10.2991/978-94-91216-47-3_7 ◽

2012 ◽

pp. 147-163

Author(s):

Kandethody M. Ramachandran ◽

Chris P. Tsokos

Keyword(s):

Weak Convergence

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Two Person Zero-Sum Differential Games-General Case

Stochastic Differential Games. Theory and Applications - Atlantis Studies in Probability and Statistics ◽

10.2991/978-94-91216-47-3_3 ◽

2012 ◽

pp. 47-64

Author(s):

Kandethody M. Ramachandran ◽

Chris P. Tsokos

Keyword(s):

Differential Games ◽

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Some Numerical Methods

Stochastic Differential Games. Theory and Applications - Atlantis Studies in Probability and Statistics ◽

10.2991/978-94-91216-47-3_8 ◽

2012 ◽

pp. 165-214

Author(s):

Kandethody M. Ramachandran ◽

Chris P. Tsokos

Keyword(s):

Numerical Methods

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