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On Existence of a Nash Equilibrium Point in N -Person Nonzero Sum Stochastic Differential Games
7 references·1 citing·31 second hop
On Existence of a Nash Equilibrium Point in N -Person Nonzero Sum Stochastic Differential Games (1978)On Existence of a Nash Equilibrium Point …The Existence of Value in Stochastic Differential Games (1976)The Existence of Value in Sto…On the Existence of Optimal Policies in Stochastic Control (1973)On the Existence of Optimal P…Dynamic Programming Conditions for Partially Observable Stochastic Systems (1973)Dynamic Programming Condition…Stochastic differential games (1972)Stochastic differential gamesExistence of Optimal Stochastic Control Laws (1971)Existence of Optimal Stochast…Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems (1970)Existence of Optimal Strategi…Note on non-cooperative convex game (1955)Note on non-cooperative conve…Stochastic differential games: Occupation measure based approach (1996)Stochastic differential games…On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures (1960)On the optimal control of stochastic systems with an exponential-of-integral performance index (1981)A stochastic differential reinsurance game (2010)Non-zero-sum stochastic differential reinsurance and investment games with default risk (2017)Diffusion processes with continuous coefficients, I (1969)Nonlinear variational inequalities and differential games with stopping times (1974)Stochastic Differential Equations (1974)Stochastic Differential Equations (2006)Noncooperative Differential Games (2011)On the convergence of closed-loop Nash equilibria to the mean field game limit (2020)Minimax Theorems (1953)Controlled Diffusion Processes (1980)ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS (1981)Zero-Sum Risk-Sensitive Stochastic Differential Games (2012)Theory of Games and Economic Behavior (1945)Theory of Games and Economic Behavior (1946)Non-cooperative games (1989)Airline competition in a hub-dominated environment: An application of noncooperative game theory (1990)On relaxation algorithms in computation of noncooperative equilibria (1994)Relaxation algorithms to find Nash equilibria with economic applications (2000)On Square Integrable Martingales (1967)Martingales on Jump Processes. I: Representation Results (1975)Optimal Control of Jump Processes (1977)BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations (2003)Multiple Wiener Integral (1951)Compactification methods in the control of degenerate diffusions: existence of an optimal control (1987)Backward equations, stochastic control and zero-sum stochastic differential games (1995)Backward Stochastic Differential Equations in Finance (1997)Reflected BSDE's with discontinuous barrier and application (2002)The Optimal Control of a Stochastic System (1977)Martingale methods in stochastic control (2005)
this work references cited by second hop

References

  • 1955Note on non-cooperative convex game429 cited
  • 1971Existence of Optimal Stochastic Control Laws246 cited
  • 1973Dynamic Programming Conditions for Partially Observable Stochastic Systems225 cited
  • 1970Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems164 cited
  • 1972Stochastic differential games119 cited
  • 1976The Existence of Value in Stochastic Differential Games85 cited
  • 1973On the Existence of Optimal Policies in Stochastic Control69 cited

Cited by

  • 1996Stochastic differential games: Occupation measure based approach29 cited

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