NASA NTRS · 19760048209
N-player stochastic differential games
Abstract
The paper presents conditions which guarantee that the control strategies adopted by N players constitute an efficient solution, an equilibrium, or a core solution. The system dynamics are described by an Ito equation, and all players have perfect information. When the set of instantaneous joint costs and velocity vectors is convex, the conditions are necessary.
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Varaiya, P.. 1976-05-01. N-player stochastic differential games. https://ntrs.nasa.gov/citations/19760048209
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