Stochastic differential games: Occupation measure based approach
暂无分享,去创建一个
[1] K. Fan. Fixed-point and Minimax Theorems in Locally Convex Topological Linear Spaces. , 1952, Proceedings of the National Academy of Sciences of the United States of America.
[2] K Fan,et al. Minimax Theorems. , 1953, Proceedings of the National Academy of Sciences of the United States of America.
[3] D. Aronson,et al. Bounds for the fundamental solution of a parabolic equation , 1967 .
[4] O. Ladyženskaja. Linear and Quasilinear Equations of Parabolic Type , 1968 .
[5] V. Benes. Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems , 1970 .
[6] P. Varaiya. N-player stochastic differential games , 1976 .
[7] Kenko Uchida. On Existence of a Nash Equilibrium Point in N-Person Nonzero Sum Stochastic Differential Games , 1978 .
[8] Kenko Uchida,et al. A Note on the Existence of a Nash Equilibrium Point in Stochastic Differential Games , 1979 .
[9] N. Krylov. Controlled Diffusion Processes , 1980 .
[10] R. Bhattacharya. Asymptotic Behavior of Several Dimensional Diffusions , 1981 .
[11] Robert J. Elliott,et al. Optimal Play in a Stochastic Differential Game , 1981 .
[12] A. Veretennikov. ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS , 1981 .
[13] A. Bensoussan. Stochastic control by functional analysis methods , 1982 .
[14] P. Grisvard. Elliptic Problems in Nonsmooth Domains , 1985 .
[15] Vivek S. Borkar,et al. Optimal Control of Diffusion Processes , 1989 .
[16] M. K. Ghosh,et al. Controlled diffusions with constraints , 1990 .
[17] M. K. Ghosh,et al. Stochastic differential games: Occupation measure based approach , 1992 .
[18] M. K. Ghosh,et al. Optimal control of switching diffusions with application to flexible manufacturing systems , 1993 .