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Zero-sum stochastic differential games with reflecting diffusions - MaRDI portal

Zero-sum stochastic differential games with reflecting diffusions (Q1384165)

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scientific article; zbMATH DE number 1140154
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English
Zero-sum stochastic differential games with reflecting diffusions
scientific article; zbMATH DE number 1140154

    Statements

    Zero-sum stochastic differential games with reflecting diffusions (English)
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    13 April 1998
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    reflecting diffusions
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    discounted and average payoff
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    Isaacs equation
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    zero-sum stochastic differential games
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    optimal strategies
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