Results 171 to 180 of about 9,860 (188)

Solvable stochastic differential games in rank one compact symmetric spaces

International Journal of Control, 2018
, Bozenna Pasik-Duncan
exaly  

Lectures on Bsdes, Stochastic Control, and Stochastic Differential Games with Financial Applications

, 2016
R. Carmona
semanticscholar   +1 more source

On the minimax principle and zero-sum stochastic differential games

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

Stochastic differential games

2000
openaire   +1 more source

On a class of linear stochastic differential games

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

Stochastic differential games

2005
openaire   +1 more source

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
exaly  

Deterministic and stochastic differential games

21st Aerospace Sciences Meeting, 1983
openaire   +1 more source