Results 291 to 300 of about 48,378 (305)

The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games

SIAM Journal on Control and Optimization, 2015
Alain Bensoussan, Suresh P Sethi
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  

ON SOME STOCHASTIC DIFFERENTIAL GAMES

1973
Chris P. Tsokos, William G. Nichols
openaire   +1 more source

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

, 2016
R. Carmona
semanticscholar   +1 more source

Fuzzy differential games for nonlinear stochastic systems: suboptimal approach

IEEE Transactions on Fuzzy Systems, 2002
Bor-Sen Chen
exaly  

Solvable stochastic differential games in rank one compact symmetric spaces

International Journal of Control, 2018
Tyrone E Duncan
exaly  

Zero-sum stochastic differential games and backward equations

Systems and Control Letters, 1995
exaly  

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

Stochastics, 2015
Rui Mu
exaly  

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

Stochastic and Stochastics Reports, 1995
exaly  

Maximum Principle for Stochastic Differential Games with Partial Information

Journal of Optimization Theory and Applications, 2008
Bernt Øksendal
exaly