Optimal exit probabilities and differential games (Q1159649)
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scientific article; zbMATH DE number 3745052
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal exit probabilities and differential games |
scientific article; zbMATH DE number 3745052 |
Statements
Optimal exit probabilities and differential games (English)
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1981
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optimal exit probabilities
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optimal stochastic control
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differential games
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n-dimensional Brownian motion
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Ventcel-Freidlin estimates
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approximations by discretized and penalized games
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