Stochastic differential games with multiple modes
| Data(s) |
1998
|
|---|---|
| Resumo |
We have studied two person stochastic differential games with multiple modes. For the zero-sum game we have established the existence of optimal strategies for both players. For the nonzero-sum case we have proved the existence of a Nash equilibrium. |
| Formato |
application/pdf |
| Identificador |
http://eprints.iisc.ernet.in/19272/1/STOCHASTIC_DIFFERENTIAL.pdf Ghosh, Mrinal K and Marcus, Steven I (1998) Stochastic differential games with multiple modes. In: Stochastic Anaylsis and Application, 16 (01). pp. 91-105. |
| Publicador |
Marcel Deker Inc |
| Relação |
http://www.informaworld.com/smpp/content~db=all~content=a776439540 http://eprints.iisc.ernet.in/19272/ |
| Palavras-Chave | #Mathematics |
| Tipo |
Journal Article PeerReviewed |
