Abstract—This paper is concerned with a maximum principle for a new class of non-zero sum stochastic differential games. The most distinguishing feature, ...
Apr 12, 2010 · Abstract: This technical note is concerned with a maximum principle for a new class of non-zero sum stochastic differential games.
Oct 22, 2024 · This technical note is concerned with a maximum principle for a new class of non-zero sum stochastic differential games.
A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications. G. Wang, and Z. Yu. IEEE Trans. Automat.
This paper is concerned with a new kind of non-zero sum stochastic differential games of backward differential equations involving impulse controls.
This paper deals with a class of two person zero-sum linear quadratic differential games, where the control functions for both players subject to integral ...
[PDF] An Application of Pontryagin's Maximum Principle in a Linear ...
pdfs.semanticscholar.org › ...
This paper deals with a class of two person zero-sum linear quadratic differential games, where the control functions for both players are subject to integral ...
Bibliographic details on A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications.
People also ask
What is the Pontryagins principle?
What is the stochastic Pontryagin maximum principle?
Besides, the celebrated Pontryagin's maximum principle for stochastic differential games within the framework of BSDE can be found in Wang and Yu [12,13] and Yu ...
This paper is concerned with a maximum principle for a new class of non-zero sum stochastic differential games. Compared with the existing literature, ...