Stochastic Differential Games with Multiple Modes

Ghosh, Mrinal K.; Marcus, Steven I.

Stochastic Differential Games with Multiple Modes

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TR_95-68.pdf(165.11 KB)

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1995

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Ghosh, Mrinal K.

Marcus, Steven I.

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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 non- zero sum case we have proved the existence of a Nash equilibrium.

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http://hdl.handle.net/1903/5652

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Institute for Systems Research Technical Reports

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Stochastic Differential Games with Multiple Modes

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