Exemples of differential games with stochastic perturbations associated with solutions of nash equilibrum and open loop strategies

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dc.contributor.authorLjacu, Daniela
dc.date.accessioned2024-07-12T20:51:38Z
dc.date.available2024-07-12T20:51:38Z
dc.date.issued2009en_US
dc.departmentFakülteler, İnsan ve Toplum Bilimleri Fakültesi, Matematik Bölümüen_US
dc.description.abstractThis 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.en_US
dc.identifier.citationLjacu, D. (2009). Exemples of differential games with stochastic perturbations associated with solutions of nash equilibrum and open loop strategies. Maltepe Üniversitesi. s. 137.en_US
dc.identifier.endpage138en_US
dc.identifier.isbn9.78605E+12
dc.identifier.startpage137en_US
dc.identifier.urihttps://hdl.handle.net/20.500.12415/2437
dc.institutionauthorLjacu, Daniela
dc.language.isoenen_US
dc.publisherMaltepe Üniversitesien_US
dc.relation.ispartofInternational Conference of Mathematical Sciencesen_US
dc.relation.publicationcategoryUluslararası Konferans Öğesi - Başka Kurum Yazarıen_US
dc.rightsCC0 1.0 Universal*
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.rights.urihttp://creativecommons.org/publicdomain/zero/1.0/*
dc.snmzKY07802
dc.titleExemples of differential games with stochastic perturbations associated with solutions of nash equilibrum and open loop strategiesen_US
dc.typeConference Object
dspace.entity.typePublication

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