Pages that link to "Item:Q2848575"
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The following pages link to A weak dynamic programming principle for zero-sum stochastic differential games with unbounded controls (Q2848575):
Displaying 11 items.
- On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains (Q2447713) (← links)
- Stochastic target games with controlled loss (Q2454400) (← links)
- A weak dynamic programming principle for combined optimal stopping/stochastic control with \({\mathcal E}^{f}\)-expectations (Q2818213) (← links)
- A Probabilistic Representation for the Value of Zero-Sum Differential Games with Incomplete Information on Both Sides (Q2968554) (← links)
- Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching (Q4614935) (← links)
- Two-player zero-sum stochastic differential games with random horizon (Q5203980) (← links)
- Risk-Sensitive Asset Management and Cascading Defaults (Q5219291) (← links)
- An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach (Q5502184) (← links)
- Distribution‐constrained optimal stopping (Q5743126) (← links)
- GANs training: A game and stochastic control approach (Q6196295) (← links)
- Two-player zero-sum stochastic differential games with regime switching and corresponding Hamilton-Jacobi-Bellman-Isaacs' equations (Q6599738) (← links)
