Ghosh, Mrinal K and Marcus, Steven I (1998) Stochastic differential games with multiple modes. In: Stochastic Anaylsis and Application, 16 (01). pp. 91-105.
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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 nonzero-sum case we have proved the existence of a Nash equilibrium.
| Item Type: | Journal Article |
|---|---|
| Additional Information: | Copyright of this article belongs to Marcel Deker Inc. |
| Keywords: | Controlled diusions;Markov chains;Markov strategy;Opti- mal strategy;Isaacs equation;Nash equilibrium. |
| Department/Centre: | Division of Physical & Mathematical Sciences > Mathematics |
| Date Deposited: | 27 Nov 2009 06:15 |
| Last Modified: | 19 Sep 2010 05:27 |
| URI: | http://eprints.iisc.ernet.in/id/eprint/19272 |
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