Infinite-horizon non-zero-sum stochastic differential games with additive structure-Reference-Cited by-同舟云学术

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Infinite-horizon non-zero-sum stochastic differential games with additive structure

Published:2015-08-31 Issue: Volume: Page:dnv045
ISSN:0265-0754
Container-title:IMA Journal of Mathematical Control and Information
language:en
Short-container-title:IMA J Math Control Info

Author:

Jasso-Fuentes Héctor,López-Barrientos José Daniel,Escobedo-Trujillo Beatris Adriana

Publisher

Oxford University Press (OUP)

Subject

Applied Mathematics,Control and Optimization,Control and Systems Engineering

Reference36 articles.

1. Uniform Recurrence Properties of Controlled Diffusions and Applications to Optimal Control

2. A topology for Markov controls

3. Stochastic differential games: Occupation measure based approach

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2. Variance optimality in constrained and unconstrained stochastic differential games;Results in Control and Optimization;2024-03

3. Constrained stochastic differential games with Markovian switchings and additive structure: The total expected payoff;Results in Control and Optimization;2023-09

4. Discounted stochastic games for continuous-time jump processes with an uncountable state space;Mathematical Methods of Operations Research;2022-03-28

5. Nonzero-sum Games for Continuous-Time Jump Processes Under the Expected Average Payoff Criterion;Applied Mathematics & Optimization;2019-04-25

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