Ghosh, Mrinal K. ; Marcus, Steven I. (1998) Stochastic differential games with multiple modes Stochastic Analysis and Applications, 16 (1). pp. 91-105. ISSN 0736-2994
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Related URL: http://dx.doi.org/10.1080/07362999808809519
Abstract
We have studied two person stochastic differential games with multiple modes. For the zero-sum game we have established the existence of optimal strategies for both players. For the non zerosum case we have proved the existence of a Nash equilibrium.
| Item Type: | Article |
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| Source: | Copyright of this article belongs to Taylor and Francis Ltd. |
| ID Code: | 11950 |
| Deposited On: | 13 Nov 2010 13:31 |
| Last Modified: | 16 May 2016 21:21 |
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