Stochastic Differential Games with Multiple Modes

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dc.contributor.authorGhosh, Mrinal K.en_US
dc.contributor.authorMarcus, Steven I.en_US
dc.contributor.departmentISRen_US
dc.date.accessioned2007-05-23T09:59:24Z
dc.date.available2007-05-23T09:59:24Z
dc.date.issued1995en_US
dc.description.abstractWe 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.en_US
dc.format.extent169077 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://hdl.handle.net/1903/5652
dc.language.isoen_USen_US
dc.relation.ispartofseriesISR; TR 1995-68en_US
dc.subjectcontrol diffusionsen_US
dc.subjectMarkov chainsen_US
dc.subjectMarkov strategyen_US
dc.subjectoptimal strategyen_US
dc.subjectIsaacs equationen_US
dc.subjectNash equilibriumen_US
dc.subjectSystems Integration Methodologyen_US
dc.titleStochastic Differential Games with Multiple Modesen_US
dc.typeTechnical Reporten_US

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