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Ergodic Problems in Differential Games
9 references·0 citing·26 second hop
Ergodic Problems in Differential Games (2007)Ergodic Problems in Differential GamesNumerical Approximations for Stochastic Differential Games: The Ergodic Case (2004)Numerical Approximations for …Limit Theorem for Controlled Backward SDEs and Homogenization of Hamilton?Jacobi?Bellman Equations (2004)Limit Theorem for Controlled …Stochastic Analysis, Control, Optimization and Applications (1999)Stochastic Analysis, Control,…On ergodic stochastic control (1998)On ergodic stochastic controlAnother Approach to the Existence of Value Functions of Stochastic Differential Games (1996)Another Approach to the Exist…Risk-Sensitive Control on an Infinite Time Horizon (1995)Risk-Sensitive Control on an …New Trends in Dynamic Games and Applications (1995)New Trends in Dynamic Games a…Game theory and applications (1994)Game theory and applicationsWeak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems (1990)Weak Convergence Methods and …Optimal control of diffusion processes and Hamilton-Jacobi-Bellman equations, Part I (1983)Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application (1983)Some Recent Aspects of Differential Game Theory (2010)Long time average of mean field games (2012)Multi-population Mean Field Games systems with Neumann boundary conditions (2014)Backward stochastic differential equations and quasilinear parabolic partial differential equations (2005)Brownian Motion and Stochastic Calculus (1988)Numerical Methods for Stochastic Control Problems in Continuous Time (1990)Brownian Motion and Stochastic Calculus (2007)Controlled Diffusion Processes (1980)Connections between stochastic control and dynamic games (1996)BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations (2003)The convergence problem for differential games (1961)Risk-Sensitive Dynamic Asset Management with Partial Information (2001)Controlled diffusion processes (2005)Controlled Markov Processes and Viscosity Solutions (2005)Experimental design and estimation of growth rate distributions in size-structured shrimp populations (2009)Stochastic Approximation with Averaging of the Iterates: Optimal Asymptotic Rate of Convergence for General Processes (1993)On the connection between symmetric $N$-player games and mean field games (2017)Probabilistic Approach to Finite State Mean Field Games (2018)Stochastic Perron's Method and Elementary Strategies for Zero-Sum Differential Games (2014)Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions (2016)Zero-sum path-dependent stochastic differential games in weak formulation (2020)Operations research games: A survey (2001)Chapter 6 Axiomatic cost and surplus sharing (2002)On two competing mechanisms for priority-based allocation problems (2005)
this work references cited by second hop

References

  • 1995Risk-Sensitive Control on an Infinite Time Horizon301 cited
  • 1990Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems285 cited
  • 1999Stochastic Analysis, Control, Optimization and Applications161 cited
  • 1998On ergodic stochastic control153 cited
  • 1994Game theory and applications152 cited
  • 1995New Trends in Dynamic Games and Applications77 cited
  • 1996Another Approach to the Existence of Value Functions of Stochastic Differential Games48 cited
  • 2004Limit Theorem for Controlled Backward SDEs and Homogenization of Hamilton?Jacobi?Bellman Equations26 cited
  • 2004Numerical Approximations for Stochastic Differential Games: The Ergodic Case25 cited

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