A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications.

Guangchen Wang Zhiyong Yu

Published in: IEEE Trans. Autom. Control. (2010)

Keyphrases

nash equilibria
stochastic games
game theory
boolean games
incomplete information
nash equilibrium
repeated games
perfect information
game theoretic
stochastic differential equations
markov decision processes
state space
graphical models