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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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|
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