Browsing Τμήμα Ηλεκτρολόγων Μηχανικών και Μηχανικών Υπολογιστών / Department of Electrical and Computer Engineering by Subject "Backward stochastic differential equations"
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Conference Object
A sufficient condition for decentralized non-cooperative stochastic differential games and relations to mean field games
(Institute of Electrical and Electronics Engineers Inc., 2015)In this paper we use martingale techniques to derive a sufficient condition for existence of decentralized strategies in non-cooperative stochastic differential games. The sufficient condition is given by decentralized ...