Borkar, V. S. ; Ghosh, M. K. (1992) Stochastic differential games: occupation measure based approach Journal of Optimization Theory and Applications, 73 (2). pp. 359-385. ISSN 0022-3239
Full text not available from this repository.
Official URL: http://www.springerlink.com/content/t80r62g686lt27...
Related URL: http://dx.doi.org/10.1007/BF00940187
Abstract
A new approach based on occupation measures is introduced for studying stochastic differential games. For two-person zero-sum games, the existence of values and optimal strategies for both players is established for various payoff criteria. ForN-person games, the existence of equilibria in Markov strategies is established for various cases.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Springer-Verlag. |
| Keywords: | Occupation Measure; Markov Strategy; Invariant Measure; Isaacs Equation; Equilibrium |
| ID Code: | 11932 |
| Deposited On: | 13 Nov 2010 13:32 |
| Last Modified: | 20 May 2011 09:37 |
Repository Staff Only: item control page
