N-person differential games governed by semilinear stochastic evolution systems
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1007/BF01447745.pdf
Reference11 articles.
1. Basar T, Li S (1989) Distributed computation of Nash equilibria in linear-quadratic stochastic differential games. SIAM J Control Optim 27:563?578.
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3. Bensoussan A (1971) Filtrage Optimal des Syst�mes Lin�aires, Dunod, Paris
4. Freedman A (1976) Stochastic Differential Equations and Applications, Vol 2. Academic Press, New York
5. Grorud A, Pardoux E (to appear) Int�grales Hilbertiennes anticipantes par rapport � un processus de Wiener cylindrique et calcul stochastique associ�. Appl Math Optim
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