This is a preview of subscription content, log in via an institution to check access.
References
M. Aoki,Optimization of Stochastic Systems, Academic Press, New York, 1967.
W. Fleming, The convergence problems for differential games,J. Math. Analysis Appl. 3 (1961), 102–116.
W. Fleming, The convergence problem for differential games, II,Advances in Game Theory, edited by Dresher, Shapley and Tucker, Princeton, 1964, pp. 195–210.
A. Friedman, Existence of value and saddle points for differential games of pursuit and evasion,J. Differential Equations, to appear.
R. Isaacs,Differential Games, J. Wiley and Sons, New York, 1965.
E. Roxin, Axiomatic approach in differential games,J. of Optimization Theory and Appl. 3 (1969), No. 3, 153–163.
P. P. Varaiya andJ. Lin, Existence of saddle points in differential games, Univ. of California at Berkeley, Electronics Research Lab., Memorandum No. ERL-M241, 1968.
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Roxin, E., Tsokos, C.P. On the definition of a stochastic differential game. Math. Systems Theory 4, 60–64 (1970). https://doi.org/10.1007/BF01705886
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF01705886