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On the definition of a stochastic differential game

✍ Scribed by Emilio Roxin; Chris P. Tsokos


Publisher
Springer
Year
1970
Tongue
English
Weight
298 KB
Volume
4
Category
Article
ISSN
1433-0490

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A Stochastic Differential Game in the Or
✍ Mrinal K. Ghosh; K. Suresh Kumar πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 184 KB

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