SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Stochastic differential games
3 references·15 citing·45 second hop
Stochastic differential games (1972)Stochastic differential gamesStochastic Differential Equations (2006)Stochastic Differential Equat…Stochastic Differential Equations (1974)Stochastic Differential Equat…Diffusion processes with continuous coefficients, I (1969)Diffusion processes with cont…Zero-sum path-dependent stochastic differential games in weak formulation (2020)Zero-sum path-dependent stoch…Remarks on Nash equilibria in mean field game models with a major player (2020)Remarks on Nash equilibria in…On the convergence of closed-loop Nash equilibria to the mean field game limit (2020)On the convergence of closed-…Advertising and quality improving strategies in a supply chain when facing potential crises (2020)Advertising and quality impro…Risk-Sensitive Zero-Sum Differential Games (2018)Risk-Sensitive Zero-Sum Diffe…Linear–quadratic stochastic two-person nonzero-sum differential games: Open-loop and closed-loop Nash equilibria (2018)Linear–quadratic stochastic t…Existence of Nash Equilibrium Points for Markovian Nonzero-sum Stochastic Differential Games with Unbounded Coefficients (2014)Existence of Nash Equilibrium…Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients (2014)Existence of Nash equilibrium…Noncooperative Differential Games (2011)Noncooperative Differential G…Two Different Approaches to Nonzero-Sum Stochastic Differential Games (2007)Two Different Approaches to N…Nonzero sum linear–quadratic stochastic differential games and backward–forward equations (1999)Nonzero sum linear–quadratic …Backward–forward SDE’s and stochastic differential games (1998)Backward–forward SDE’s and st…A Stochastic Control Approach to the Pricing of Options (1990)A Stochastic Control Approach…Informationally Nonunique Equilibrium Solutions in Differential Games (1977)Informationally Nonunique Equ…Nonlinear variational inequalities and differential games with stopping times (1974)Nonlinear variational inequal…Non-Cooperative Games (1951)Further properties of nonzero-sum differential games (1969)Nonzero-sum differential games (1969)On nonunique closed-loop Nash equilibria for a class of differential games with a unique and degenerated feedback solution (1983)Non-cooperative games (1989)Mean field games (2007)Specification of Spatial-Dynamic Externalities and Implications for Strategic Behavior in Disease Control (2017)Controllability of Stochastic Game-Based Control Systems (2019)Monetary Policy and Sovereign Debt Sustainability (2022)Solving forward-backward stochastic differential equations explicitly — a four step scheme (1994)Brownian Motion and Stochastic Calculus (1998)Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games (2004)Brownian Motion and Stochastic Calculus (2007)Some Recent Aspects of Differential Game Theory (2010)The convergence problem for differential games (1961)Diffusion processes with continuous coefficients, II (1969)Sur un problème de dynkin (1977)Nonzero-Sum Stochastic Games (1999)Optimal Stopping Games for Markov Processes (2008)Adapted solution of a backward stochastic differential equation (1990)Stochastic Integration and Differential Equations (2005)Forward–Backward Stochastic Differential Games and Stochastic Control under Model Uncertainty (2012)An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach (2015)On a Formula Concerning Stochastic Differentials (1951)On stochastic differential equations (1951)On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures (1960)Sur l'int�grabilit� uniforme des martingales exponentielles (1978)Central limit theorems for local martingales (1980)Mimicking an Itô process by a solution of a stochastic differential equation (2013)An introduction to stochastic partial differential equations (2006)On the Convergence Problem in Mean Field Games: A Two State Model without Uniqueness (2019)Selection of equilibria in a linear quadratic mean-field game (2019)An Introduction to Mean Field Game Theory (2020)Advertising as Information (1974)An Empirical Examination of the Structural Antecedents of Attitude toward the Ad in an Advertising Pretesting Context (1989)An Examination of Selected Marketing Mix Elements and Brand Equity (2000)Optimal production and subsidy rate considering dynamic consumer green perception under different government subsidy orientations (2022)Risk management of supply chain disruptions: An epidemic modeling approach (2022)Supply chain management in times of crisis: a systematic review (2022)The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding (1990)Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach (2002)The Statistical and Economic Role of Jumps in Continuous‐Time Interest Rate Models (2004)The Malliavin calculus, a functional analytic approach (1981)Discrete-time approximation of decoupled Forward–Backward SDE with jumps (2007)Linear quadratic regulation of systems with stochastic parameter uncertainties (2009)
this work references cited by second hop

References

  • 2006Stochastic Differential Equations1,269 cited
  • 1969Diffusion processes with continuous coefficients, I364 cited
  • 1974Stochastic Differential Equations288 cited

Cited by

  • 2020On the convergence of closed-loop Nash equilibria to the mean field game limit106 cited
  • 1974Nonlinear variational inequalities and differential games with stopping times103 cited
  • 2011Noncooperative Differential Games98 cited
  • 1999Nonzero sum linear–quadratic stochastic differential games and backward–forward equations79 cited
  • 1998Backward–forward SDE’s and stochastic differential games77 cited
  • 2020Advertising and quality improving strategies in a supply chain when facing potential crises75 cited
  • 1977Informationally Nonunique Equilibrium Solutions in Differential Games54 cited
  • 2018Linear–quadratic stochastic two-person nonzero-sum differential games: Open-loop and closed-loop Nash equilibria50 cited
  • 2018Risk-Sensitive Zero-Sum Differential Games43 cited
  • 2014Existence of Nash Equilibrium Points for Markovian Nonzero-sum Stochastic Differential Games with Unbounded Coefficients43 cited
  • 2014Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients38 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1990A Stochastic Control Approach to the Pricing of Options32 cited
  • 2020Remarks on Nash equilibria in mean field game models with a major player29 cited
  • 2020Zero-sum path-dependent stochastic differential games in weak formulation29 cited
  • 2007Two Different Approaches to Nonzero-Sum Stochastic Differential Games28 cited