Stochastic Differential Games with Multiple Modes
Stochastic Differential Games with Multiple Modes
Loading...
Files
Publication or External Link
Date
1995
Authors
Ghosh, Mrinal K.
Marcus, Steven I.
Advisor
Citation
DRUM DOI
Abstract
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.