Voir la notice de l'article provenant de la source Math-Net.Ru
[1] Zyatchin A. V., Zenkevich N. A., “Nash equilibrium in a stochastic differential game with perfect, imperfect and unsymmetrical information”, Stability and Control Processes, SCP'2005, 2005
[2] Hull J. C., Options, Futures, and other derivative securities, second edition, Prentice-Hall, London, 1993
[3] Petrosyan L. A., “Stable Solutions of Differential Games with Many Participants”, Viestnik Leningrad. University, 1977, no. 19, 46–52
[4] Haurie A., Krawczyk J. B., Roche M., “Monitoring Cooperative Equilibria in a Stochastic Differential Game”, Journal of optimization Theory and Applications, 81 (1994), 79–95 | DOI | MR
[5] Yeung D. W. K., Petrosyan L. A., “Subgame Consistent Cooperative Solutions in Stochastic Differential Games”, Journal of optimization Theory and Applications, 120 (2004), 651–666 | DOI | MR | Zbl
[6] Yeung D. W. K., “Infinite-Horixon Stochastic Differential Games with Branching Payoffs”, Journal of optimization Theory and Applications, 111 (2001), 445–460 | DOI | MR | Zbl
[7] Jorgensen S., Zaccour G., “The consistency In Cooperative Differential Games”, Decision and Control in Management Sciences, Essays in Honor of Alain Haurie, ed. G. Zaccour, Kluwer Academic Publishers, London, 2001, 349–366
[8] Yeung D. W. K., Petrosyan L. A., “Subgame Consistent Slutions of a cooperative Stochastic Differential Game with Nontransferable Payoffs”, Journal of optimization Theory and Applications, 124 (2005), 701–724 | DOI | MR | Zbl
[9] Petrosyan L. A., Grauer L. V., “Strong Nash Equilibrium in Multistage Games”, International Game Theory Review, 4:3, 255–264 | DOI | MR
[10] Dixit A., The Art of Smooth Pasting, Princeton University, New Jersey, USA, 1993
[11] Ito K., “On stochastic differential equations”, Memoris Of The American Mathematical Society, 4 (1951), 1–51 | MR
[12] Hardy G., Littlewood J., Polya G., Inequalities, 1934