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Differential games of N players in stochastic systems with controlled diffusion terms

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Abstract

Differential Games of N players defined by stochastic systems with controlled diffusion terms are considered. Necessary conditions of equilibrium strategy are obtained. These conditions are specified for the linear quadratic differential game of N players in terms of differential Riccati equation for program and positional equilibrium situations.

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Authors and Affiliations

  1. Fudan University, Shanghai, Public Republic of China

    Shang Quang Tun & Sung Xung Li

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  1. Shang Quang Tun
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  2. Sung Xung Li
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Original Russian Text © Tun Shang Quang, Li Sung Xung, 2008, published in Avtomatika i Telemekhanika, 2008, No. 5, pp. 151–169.

This work was supported by the China National Science Foundation, project nos. 10325101 and 101310310, the Shang Zhang Student Program, and the Science Foundation of the China Ministery of Education, project no. 20030246004. This work has been presented on the Symposium “Generalized Solution in Control Problems.”

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Tun, S.Q., Li, S.X. Differential games of N players in stochastic systems with controlled diffusion terms. Autom Remote Control 69, 874–890 (2008). https://doi.org/10.1134/S0005117908050123

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