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Some Recent Aspects of Differential Game Theory

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  • R. Buckdahn

    ()

  • P. Cardaliaguet

    ()

  • M. Quincampoix

    ()

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    Abstract

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    File URL: http://hdl.handle.net/10.1007/s13235-010-0005-0
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    Article provided by Springer in its journal Dynamic Games and Applications.

    Volume (Year): 1 (2011)
    Issue (Month): 1 (March)
    Pages: 74-114

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    Handle: RePEc:spr:dyngam:v:1:y:2011:i:1:p:74-114
    Contact details of provider: Web page: http://www.springer.com/economics/journal/13235

    Order Information: Web: http://link.springer.de/orders.htm

    Keywords: Differential game; Viscosity solution; System of Hamilton–Jacobi equations; Mean-field games; State-constraints; Backward stochastic differential equations; Incomplete information;

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    1. Buckdahn, Rainer & Li, Juan & Peng, Shige, 2009. "Mean-field backward stochastic differential equations and related partial differential equations," Stochastic Processes and their Applications, Elsevier, vol. 119(10), pages 3133-3154, October.
    2. P. Cardaliaguet & M. Quincampoix, 2008. "Deterministic Differential Games Under Probability Knowledge Of Initial Condition," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 1-16.
    3. Alberto Bressan & Wen Shen, 2004. "Semi-cooperative strategies for differential games," International Journal of Game Theory, Springer, vol. 32(4), pages 561-593, 08.
    4. DE MEYER , Bernard, 1993. "Repeated Games and the Central Limit Theorem," CORE Discussion Papers 1993003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    5. Gaitsgory, Vladimir & Nitzan, Shmuel, 1994. "A folk theorem for dynamic games," Journal of Mathematical Economics, Elsevier, vol. 23(2), pages 167-178, March.
    6. N. El Karoui & S. Peng & M. C. Quenez, 1997. "Backward Stochastic Differential Equations in Finance," Mathematical Finance, Wiley Blackwell, vol. 7(1), pages 1-71.
    7. Cardaliaguet, Pierre & Rainer, Catherine, 2009. "Stochastic Differential Games with Asymmetric Information," Economics Papers from University Paris Dauphine 123456789/6927, Paris Dauphine University.
    8. DE MEYER, Bernard & ROSENBERG, Dinah, 1997. "“Cav u” and the dual game," CORE Discussion Papers 1997048, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    9. Pierre Cardaliaguet & Slawomir Plaskacz, 2003. "Existence and uniqueness of a Nash equilibrium feedback for a simple nonzero-sum differential game," International Journal of Game Theory, Springer, vol. 32(1), pages 33-71, December.
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    Cited by:

    1. Rainer Buckdahn & Juan Li & Marc Quincampoix, 2013. "Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies," International Journal of Game Theory, Springer, vol. 42(4), pages 989-1020, November.
    2. Alessandra Buratto & Luca Grosset & Bruno Viscolani, 2012. "ε-Subgame Perfectness of an Open-Loop Stackelberg Equilibrium in Linear-State Games," Dynamic Games and Applications, Springer, vol. 2(3), pages 269-279, September.
    3. Minyi Huang, 2013. "A Mean Field Capital Accumulation Game with HARA Utility," Dynamic Games and Applications, Springer, vol. 3(4), pages 446-472, December.

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