Existence of some optimal strategies in cooperative stochastic differential games
作者:
Svetoslav GAIDOV,
期刊:
International Journal of Systems Science
(Taylor Available online 1989)
卷期:
Volume 20,
issue 8
页码: 1395-1401
ISSN:0020-7721
年代: 1989
DOI:10.1080/00207728908910224
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Cooperative games in which the dynamics are described by Ito equations are considered. Using a result of Elliott for zero-sum games we prove sufficient conditions for the existence of mean-square strategies and Nash-bargaining solutions in cooperative stochastic differential games.
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