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SIAM Journal on Control and Optimization
Article
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SIAM Journal on Control and Optimization
Article . 1976 . Peer-reviewed
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https://dx.doi.org/10.1137/031...
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Claim

N-Player Stochastic Differential Games

N-player stochastic differential games
descriptionPublicationkeyboard_double_arrow_right Article 01 May 1976 English Publisher:Society for Industrial & Applied Mathematics (SIAM)Journal:SIAM Journal on Control and Optimization, volume 14, pages 538-545 (issn: 0363-0129, eissn: 1095-7138, Copyright policy )
Authors: Varaiya, Pravin;

doi: 10.1137/0314036

N-Player Stochastic Differential Games

Abstract

The paper presents conditions which guarantee that the control strategies adopted by N players constitute an efficient solution, an equilibrium, or a core solution. The system dynamics are described by an Ito equation, and all players have perfect information. When the set of instantaneous joint costs and velocity vectors is convex, the conditions are necessary.

Related Organizations
Keywords

Probabilistic games; gambling, Differential games (aspects of game theory)

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    		 23
    popularity
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    		 Top 10%
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 Top 10%
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
23
Top 10%
Top 10%
Average
bronze