Constrained stochastic differential games with Markovian switchings and additive structure: The total expected payoff

Constrained stochastic differential games with Markovian switchings and additive structure: The total expected payoff

The main objective of this work is to give conditions for the existence of Nash equilibria for a nonzero-sum constrained stochastic differential game with additive structure and Markovian switchings. In this type of game, each player is interested only in maximizing their finite-horizon total payoff...

Full description

Bibliographic Details
Main Authors: Beatris Adriana Escobedo-Trujillo, José Daniel López-Barrientos, Javier Garrido, Darío Colorado-Garrido, José Vidal Herrera-Romero
Format: Article
Language:English
Published: Elsevier 2023-09-01
Series:Results in Control and Optimization
Subjects:
Constrained Nash equilibria
Controlled Markov chains
Dynamic programming
Hybrid systems
Total payoff criteria
Online Access:http://www.sciencedirect.com/science/article/pii/S2666720723000905

Internet

http://www.sciencedirect.com/science/article/pii/S2666720723000905

Similar Items