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A differential game of simple approach in manifolds

✍ Scribed by A.A. Melikyan; N.V. Ovakimyan


Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
959 KB
Volume
57
Category
Article
ISSN
0021-8928

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A Stochastic Differential Game in the Or
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We study a zero-sum stochastic differential game in the nonnegative orthrant. The state of the system is governed by controlled reflecting diffusions in the nonnegative orthrant. We consider discounted and average payoff evaluation criteria. We prove the existence of values and optimal strategies fo