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N-player stochastic differential gamesThe 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.
Document ID
19760048209
Acquisition Source
Legacy CDMS
Document Type
Reprint (Version printed in journal)
Authors
Varaiya, P.
(MIT Cambridge, Mass., United States)
Date Acquired
August 8, 2013
Publication Date
May 1, 1976
Publication Information
Publication: SIAM Journal on Control and Optimization
Volume: 14
Subject Category
Systems Analysis
Accession Number
76A31175
Funding Number(s)
CONTRACT_GRANT: NGL-22-009-124
CONTRACT_GRANT: AF-AFOSR-72-2273
CONTRACT_GRANT: F44260-71-C-0087
Distribution Limits
Public
Copyright
Other

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