Maximum principle for stochastic differential games with partial information (Q1014037)

From MaRDI portal





scientific article; zbMATH DE number 5547291
Language Label Description Also known as
English
Maximum principle for stochastic differential games with partial information
scientific article; zbMATH DE number 5547291

    Statements

    Maximum principle for stochastic differential games with partial information (English)
    0 references
    0 references
    0 references
    24 April 2009
    0 references
    jump diffusions
    0 references
    stochastic control
    0 references
    stochastic differential games
    0 references
    sufficient maximum principle
    0 references
    necessary maximum principle
    0 references

    Identifiers