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A Stochastic Differential Game in the Orthrant

โœ Scribed by Mrinal K. Ghosh; K. Suresh Kumar

Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
184 KB
Volume
265
Category
Article
ISSN
0022-247X

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โœฆ Synopsis

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 for both payoff criteria.

๐Ÿ“œ SIMILAR VOLUMES

Two pursuers and one evader in the plane
Two pursuers and one evader in the plane: A stochastic pursuit-evasion differential game
โœ Y. Yavin ๐Ÿ“‚ Article ๐Ÿ“… 1986 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 499 KB

A stochastic pursuit-evasion differential game involving three players moving in the plane is considered. The players are E, the evader, and Pi (where i = 1,2), the pursuers. It is assumed that all players have complete observation of each other's positions. Also, each of the pursuers has a killing