Results 221 to 230 of about 2,470,051 (230)

Solvable stochastic differential games in rank one compact symmetric spaces

International Journal of Control, 2018
Bozenna Pasik-Duncan
exaly  

On the minimax principle and zero-sum stochastic differential games

Journal of Optimization Theory and Applications, 1974
Y C Ho
exaly  

A maximum principle for Markov regime-switching forward–backward stochastic differential games and applications

Mathematical Methods of Operations Research, 2017
Olivier Menoukeu Pamen
exaly  

Linear–quadratic mean field stochastic zero-sum differential games

Automatica, 2020
Jun Moon
exaly  

On a class of linear stochastic differential games

IEEE Transactions on Automatic Control, 1968
Yu-Chi Ho
exaly  

Systems of Bellman equations to stochastic differential games with non-compact coupling

Discrete and Continuous Dynamical Systems, 2010
Jens Vogelgesang, Alain Bensoussan, Jens Frehse   +2 more
exaly  

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

Stochastics, 2015
Rui Mu, Said Hamadène
exaly  

On bang-bang solutions of stochastic differential games

IEEE Transactions on Automatic Control, 1987
exaly  

Maximum Principle for Stochastic Differential Games with Partial Information

Journal of Optimization Theory and Applications, 2008
exaly  

Relationship between MP and DPP for stochastic differential games with g-expectation

2015
exaly