Borkar, VS and Ghosh, MK (1992) Stochastic differential games: Occupation measure based approach. In: Journal of Optimization Theory and Applications, 73 (2). pp. 359-385.
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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:||Journal Article|
|Additional Information:||Copyright of this article belongs to Springer.|
|Keywords:||Occupation measure;Markov strategy;invariant measure; Isaacs equation;equilibrium.|
|Department/Centre:||Division of Electrical Sciences > Electrical Engineering|
|Date Deposited:||30 May 2011 08:37|
|Last Modified:||30 May 2011 08:37|
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