{"title":"n人非零和随机跳跃微分对策中纳什平衡点的存在性","authors":"B. Wernerfelt","doi":"10.1002/OCA.4660090408","DOIUrl":null,"url":null,"abstract":"Using the technique of Wan and Davis, we give an existence theorem for a Nash equilibrium point in N-person non-zero sum stochastic jump differential games. It is shown that if the Nash condition (generalized Isaacs condition) holds there is a Nash equilibrium point in feedback strategies. We extend the results to other solution concepts and discuss applications and extensions.","PeriodicalId":54672,"journal":{"name":"Optimal Control Applications & Methods","volume":"9 1","pages":"449-456"},"PeriodicalIF":2.0000,"publicationDate":"2007-10-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1002/OCA.4660090408","citationCount":"0","resultStr":"{\"title\":\"On existence of a Nash equilibrium point in N-person non-zero sum stochastic jump differential games\",\"authors\":\"B. Wernerfelt\",\"doi\":\"10.1002/OCA.4660090408\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Using the technique of Wan and Davis, we give an existence theorem for a Nash equilibrium point in N-person non-zero sum stochastic jump differential games. It is shown that if the Nash condition (generalized Isaacs condition) holds there is a Nash equilibrium point in feedback strategies. We extend the results to other solution concepts and discuss applications and extensions.\",\"PeriodicalId\":54672,\"journal\":{\"name\":\"Optimal Control Applications & Methods\",\"volume\":\"9 1\",\"pages\":\"449-456\"},\"PeriodicalIF\":2.0000,\"publicationDate\":\"2007-10-29\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1002/OCA.4660090408\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Optimal Control Applications & Methods\",\"FirstCategoryId\":\"94\",\"ListUrlMain\":\"https://doi.org/10.1002/OCA.4660090408\",\"RegionNum\":4,\"RegionCategory\":\"计算机科学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"AUTOMATION & CONTROL SYSTEMS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Optimal Control Applications & Methods","FirstCategoryId":"94","ListUrlMain":"https://doi.org/10.1002/OCA.4660090408","RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"AUTOMATION & CONTROL SYSTEMS","Score":null,"Total":0}
On existence of a Nash equilibrium point in N-person non-zero sum stochastic jump differential games
Using the technique of Wan and Davis, we give an existence theorem for a Nash equilibrium point in N-person non-zero sum stochastic jump differential games. It is shown that if the Nash condition (generalized Isaacs condition) holds there is a Nash equilibrium point in feedback strategies. We extend the results to other solution concepts and discuss applications and extensions.
期刊介绍:
Optimal Control Applications & Methods provides a forum for papers on the full range of optimal and optimization based control theory and related control design methods. The aim is to encourage new developments in control theory and design methodologies that will lead to real advances in control applications. Papers are also encouraged on the development, comparison and testing of computational algorithms for solving optimal control and optimization problems. The scope also includes papers on optimal estimation and filtering methods which have control related applications. Finally, it will provide a focus for interesting optimal control design studies and report real applications experience covering problems in implementation and robustness.