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Kushner, Harold J, Chamberlain, Stanley G (1969) On stochastic differential games: Sufficient conditions that a given strategy be a saddle point, and numerical procedures for the solution of the game. Journal of Mathematical Analysis and Applications, 26. 560-575 doi:10.1016/0022-247x(69)90199-1

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Reference TypeJournal (article/letter/editorial)
TitleOn stochastic differential games: Sufficient conditions that a given strategy be a saddle point, and numerical procedures for the solution of the game
JournalJournal of Mathematical Analysis and Applications
AuthorsKushner, Harold JAuthor
Chamberlain, Stanley GAuthor
Year1969 (June)Volume26
PublisherElsevier BV
DOIdoi:10.1016/0022-247x(69)90199-1Search in ResearchGate
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Mindat Ref. ID12374708Long-form Identifiermindat:1:5:12374708:4
GUID0
Full ReferenceKushner, Harold J, Chamberlain, Stanley G (1969) On stochastic differential games: Sufficient conditions that a given strategy be a saddle point, and numerical procedures for the solution of the game. Journal of Mathematical Analysis and Applications, 26. 560-575 doi:10.1016/0022-247x(69)90199-1
Plain TextKushner, Harold J, Chamberlain, Stanley G (1969) On stochastic differential games: Sufficient conditions that a given strategy be a saddle point, and numerical procedures for the solution of the game. Journal of Mathematical Analysis and Applications, 26. 560-575 doi:10.1016/0022-247x(69)90199-1
In(n.d.) Journal of Mathematical Analysis and Applications Vol. 26. Elsevier BV

See Also

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Kushner, Harold J (1969) Computational procedures for optimal stopping problems for Markov chains. Journal of Mathematical Analysis and Applications, 25. 607-615 doi:10.1016/0022-247x(69)90259-5
Macki, Jack W, Zecca, Pietro (1987) Nonsmooth analysis and sufficient conditions for a saddle in a differential game. Journal of Mathematical Analysis and Applications, 126. 375-381 doi:10.1016/0022-247x(87)90047-3
Kushner, Harold J, Yu, Chen-Fu (1974) Approximations, existence, and numerical procedures for optimal stochastic controls. Journal of Mathematical Analysis and Applications, 45. 563-587 doi:10.1016/0022-247x(74)90052-3
Stalford, Harold L, Leitmann, George (1971) Sufficient conditions for optimality in two-person zero-sum differential games with state and strategy constraints. Journal of Mathematical Analysis and Applications, 33. 650-654 doi:10.1016/0022-247x(71)90085-0
Kushner, Harold J (1965) On the stochastic maximum principle with “average” constraints. Journal of Mathematical Analysis and Applications, 12. 13-26 doi:10.1016/0022-247x(65)90050-8
Greenberg, Harold (1969) A dynamic programming solution to integer linear programs. Journal of Mathematical Analysis and Applications, 26. 454-459 doi:10.1016/0022-247x(69)90168-1
Kushner, Harold J (1965) On stochastic extremum problems: Calculus. Journal of Mathematical Analysis and Applications, 10. 354-367 doi:10.1016/0022-247x(65)90131-9
Taniguchi, Takeshi (1990) On sufficient conditions for nonexplosion of solutions to stochastic differential equations. Journal of Mathematical Analysis and Applications, 153. 549-561 doi:10.1016/0022-247x(90)90231-4
Kushner, Harold J (1965) On the stochastic maximum principle: Fixed time of control. Journal of Mathematical Analysis and Applications, 11. 78-92 doi:10.1016/0022-247x(65)90070-3
Kushner, Harold J., Schweppe, Fred C. (1964) A maximum principle for stochastic control systems. Journal of Mathematical Analysis and Applications, 8. 287-302 doi:10.1016/0022-247x(64)90070-8
Greenberg, Harold (1969) An algorithm for the computation of knapsack functions. Journal of Mathematical Analysis and Applications, 26. 159-162 doi:10.1016/0022-247x(69)90185-1
 
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