By Ramasubramanian S.

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But (0, 0) cannot be a feasible control. Hence there is no utopian equilibrium even for a single t > 0. References 1. : Singular control with state constraints on unbounded domain. Ann. Probab. 34, 1864–1909 (2006) 2. : An escape-time criterion for queueing networks: asymptotic risksensitive control via differential games. Math. Oper. Res. 28, 801–835 (2003) 3. : Optimal Control and Viscosity Solutions of Hamilton-JacobiBellman Equations. Birkhauser, Boston (1997) 4. : Stochastic games for N players.

Insur. Math. Econ. 38, 374–390 (2006) 21. : Open queueing networks in heavy traffic. Math. Oper. Res. 9, 441–458 (1984) 22. : Stochastic Processes for Insurance and Finance. Wiley, New York (2001) 23. : A lemma of variational distance between maximal functions with application to the Skorokhod problem in a nonnegative orthant with state dependent reflection directions. Stoch. Stoch. Rep. 48, 161–194 (1994) 24. : Optimal control with state space constraints I. SIAM J. Control Optim.

Wiley, New York (2001) 23. : A lemma of variational distance between maximal functions with application to the Skorokhod problem in a nonnegative orthant with state dependent reflection directions. Stoch. Stoch. Rep. 48, 161–194 (1994) 24. : Optimal control with state space constraints I. SIAM J. Control Optim.

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A d-person Differential Game with State Space Constraints by Ramasubramanian S.


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