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Stochastic differential games with multiple modes

 

作者: Mrinal K. Ghosh,   Steven I. Marcus,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1998）
卷期: Volume 16, issue 1  

页码: 91-105

 

ISSN:0736-2994

 

年代: 1998

 

DOI:10.1080/07362999808809519

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

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 non zerosum case we have proved the existence of a Nash equilibrium

 

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