Exemples of differential games with stochastic perturbations associated with solutions of nash equilibrum and open loop strategies
Küçük Resim Yok
Tarih
2009
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Maltepe Üniversitesi
Erişim Hakkı
CC0 1.0 Universal
info:eu-repo/semantics/openAccess
info:eu-repo/semantics/openAccess
Özet
This paper contained some exemples of differential games with stochastic perturbations associated with solutions of Nash equilibrum and open loop strategies.The necessary conditions for Nash equilibrum solutions can be obtained using variation calculus and Hamilton-Jacobi equations associated with optimal control problem. An optimal control problem, usually, is defined by the same elements as a differential game with open loop strategies, with the difference that, this time, we have just one functional which must be minimized in comparison with admissible comands.
Açıklama
Anahtar Kelimeler
Kaynak
International Conference of Mathematical Sciences
WoS Q Değeri
Scopus Q Değeri
Cilt
Sayı
Künye
Ljacu, D. (2009). Exemples of differential games with stochastic perturbations associated with solutions of nash equilibrum and open loop strategies. Maltepe Üniversitesi. s. 137.
