Abstract
This chapter introduces the theory of deterministic and stochastic differential games, including the dynamic optimization techniques, (stochastic) differential games and their solution concepts, which will lay a foundation for later study.
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Zhang, Ck., Zhu, Hn., Zhou, Hy., Bin, N. (2017). Deterministic and Stochastic Differential Games. In: Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems. Studies in Systems, Decision and Control, vol 67. Springer, Cham. https://doi.org/10.1007/978-3-319-40587-2_2
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DOI: https://doi.org/10.1007/978-3-319-40587-2_2
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Publisher Name: Springer, Cham
Print ISBN: 978-3-319-40586-5
Online ISBN: 978-3-319-40587-2
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