Stochastic differential games: Occupation measure based approach (Q1321187)
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scientific article; zbMATH DE number 557703
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential games: Occupation measure based approach |
scientific article; zbMATH DE number 557703 |
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Stochastic differential games: Occupation measure based approach (English)
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27 April 1994
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invariant measure
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Isaacs equation
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occupation measures
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stochastic differential games
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existence of values
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optimal strategies
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existence of equilibria in Markov strategies
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