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This book contains a discussion of some stochastic differential games and difference
games. Only one mode of game is considered, that is, Pareto optimality for coopera tion. The reason for us to confine the research interest to cooperative games is not that
noncooperative games are less interesting, but that cooperative game theory is far
less developed than noncooperative game theory. In this book, necessary/sufficient
conditions for the existence of Pareto solutions are derived, the characterization of
Pareto solutions is discussed, and many practical applications in economics and
management science are provided.
Introduction
Existence Conditions of Pareto Solutions in Finite Horizon Stochastic Differential Games
Existence Conditions of Pareto Solutions in Infinite Horizon Stochastic Differential Games
LQ Pareto Game of the Stochastic Singular Systems in Finite Horizon
LQ Pareto Game of the Stochastic Singular Systems in Infinite Horizon
Pareto-Based Guaranteed Cost Control of the Uncertain Mean-Field Stochastic Systems
Pareto Optimality in Finite Horizon Cooperative Difference Games
Pareto Optimality in Infinite Horizon Cooperative Difference Games