Stochastic differential games with multiple modes
نویسندگان
چکیده
منابع مشابه
Stochastic Differential Games with Multiple Modes
We have studied two person stochastic di erential 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.
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ژورنال
عنوان ژورنال: Stochastic Analysis and Applications
سال: 1998
ISSN: 0736-2994,1532-9356
DOI: 10.1080/07362999808809519