Weak infinitesimal operators and stochastic differential games.

Ardanuy, Ramón, and Alcalá, A.. "Weak infinitesimal operators and stochastic differential games.." Stochastica 13.1 (1992): 5-12. <http://eudml.org/doc/39276>.

@article{Ardanuy1992,
abstract = {This article considers the problem of finding the optimal strategies in stochastic differential games with two players, using the weak infinitesimal operator of process xi the solution of d(xi) = f(xi,t,u1,u2)dt + sigma(xi,t,u1,u2)dW. For two-person zero-sum stochastic games we formulate the minimax solution; analogously, we perform the solution for coordination and non-cooperative stochastic differential games.},
author = {Ardanuy, Ramón, Alcalá, A.},
journal = {Stochastica},
keywords = {Juegos estocásticos; Juegos diferenciales; Proceso de Markov; Criterio minimax; Estrategias óptimas; Operadores infinitesimales; Markov processes; minimax principle; optimal strategies in stochastic differential games; weak infinitesimal operator; two-person zero-sum stochastic games},
language = {eng},
number = {1},
pages = {5-12},
title = {Weak infinitesimal operators and stochastic differential games.},
url = {http://eudml.org/doc/39276},
volume = {13},
year = {1992},
}

TY - JOUR
AU - Ardanuy, Ramón
AU - Alcalá, A.
TI - Weak infinitesimal operators and stochastic differential games.
JO - Stochastica
PY - 1992
VL - 13
IS - 1
SP - 5
EP - 12
AB - This article considers the problem of finding the optimal strategies in stochastic differential games with two players, using the weak infinitesimal operator of process xi the solution of d(xi) = f(xi,t,u1,u2)dt + sigma(xi,t,u1,u2)dW. For two-person zero-sum stochastic games we formulate the minimax solution; analogously, we perform the solution for coordination and non-cooperative stochastic differential games.
LA - eng
KW - Juegos estocásticos; Juegos diferenciales; Proceso de Markov; Criterio minimax; Estrategias óptimas; Operadores infinitesimales; Markov processes; minimax principle; optimal strategies in stochastic differential games; weak infinitesimal operator; two-person zero-sum stochastic games
UR - http://eudml.org/doc/39276
ER -