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dc.contributor.authorCharalambous, Charalambos D.en
dc.creatorCharalambous, Charalambos D.en
dc.date.accessioned2019-04-08T07:45:06Z
dc.date.available2019-04-08T07:45:06Z
dc.date.issued2015
dc.identifier.isbn978-1-4799-7886-1
dc.identifier.urihttp://gnosis.library.ucy.ac.cy/handle/7/43015
dc.description.abstractIn 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 conditional Isaacs conditions, linked to backward stochastic differential equations, whose solutions are related to the value processes of each one of the Decision Makers (DMs) or Players of the game. Our formulation and results include decentralized noncooperative stochastic games with mean field and conditional mean field components. © 2015 IEEE.en
dc.publisherInstitute of Electrical and Electronics Engineers Inc.en
dc.sourceProceedings of the IEEE Conference on Decision and Controlen
dc.sourceProceedings of the IEEE Conference on Decision and Controlen
dc.source.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-84961997849&doi=10.1109%2fCDC.2015.7403458&partnerID=40&md5=5fdd8221bcf87b1831fb2805bf12c51b
dc.subjectAlgebraen
dc.subjectDecision makingen
dc.subjectGame theoryen
dc.subjectDifferential equationsen
dc.subjectStochastic systemsen
dc.subjectAerospace electronicsen
dc.subjectBackward stochastic differential equationsen
dc.subjectConditional meansen
dc.subjectExtraterrestrial measurementsen
dc.subjectGamesen
dc.subjectMean field gamesen
dc.subjectNoise measurementen
dc.subjectNoise measurementsen
dc.subjectProcess controlen
dc.subjectStochastic differential gameen
dc.titleA sufficient condition for decentralized non-cooperative stochastic differential games and relations to mean field gamesen
dc.typeinfo:eu-repo/semantics/conferenceObject
dc.identifier.doi10.1109/CDC.2015.7403458
dc.description.volume54rd IEEE Conference on Decision and Control,CDC 2015en
dc.description.startingpage7832
dc.description.endingpage7837
dc.author.facultyΠολυτεχνική Σχολή / Faculty of Engineering
dc.author.departmentΤμήμα Ηλεκτρολόγων Μηχανικών και Μηχανικών Υπολογιστών / Department of Electrical and Computer Engineering
dc.type.uhtypeConference Objecten
dc.contributor.orcidCharalambous, Charalambos D. [0000-0002-2168-0231]


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