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Avtomatika i Telemekhanika, 2008, Issue 5, Pages 151–169 (Mi at663)  
This article is cited in 3 scientific papers (total in 3 papers)

Stochastic Systems

Differential games of $N$ players in stochastic systems with controlled diffusion terms

Tun Shang Quang, Li Sung Xung

Fudan University, Shanghai, Public Republic of China
Full-text PDF (279 kB) Citations (3)
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Abstract: Differential Games of $N$ players defined by stochastic systems with controlled diffusion terms are considered. Necessary conditions of equilibrium strategy are obtained. These conditions are specified for the linear quadratic differential game of $N$ players in terms of differential Riccati equation for program and positional equilibrium situations.
Presented by the member of Editorial Board: V. N. Bukov

Received: 16.01.2007
English version:
Automation and Remote Control, 2008, Volume 69, Issue 5, Pages 874–890
DOI: https://doi.org/10.1134/S0005117908050123
Bibliographic databases:
Document Type: Article
PACS: 02.30.Yy
Language: Russian
Citation: Tun Shang Quang, Li Sung Xung, “Differential games of $N$ players in stochastic systems with controlled diffusion terms”, Avtomat. i Telemekh., 2008, no. 5, 151–169; Autom. Remote Control, 69:5 (2008), 874–890
Citation in format AMSBIB
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    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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