Necessary and sufficient optimality conditions for regular-singular stochastic differential games with asymmetric information (Q1626506)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Necessary and sufficient optimality conditions for regular-singular stochastic differential games with asymmetric information |
scientific article; zbMATH DE number 6985471
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary and sufficient optimality conditions for regular-singular stochastic differential games with asymmetric information |
scientific article; zbMATH DE number 6985471 |
Statements
Necessary and sufficient optimality conditions for regular-singular stochastic differential games with asymmetric information (English)
0 references
27 November 2018
0 references
necessary optimality conditions
0 references
sufficient optimality conditions
0 references
regular-singular control
0 references
stochastic differential game
0 references
asymmetric information
0 references
saddle point
0 references
Nash equilibrium
0 references
optimal investment
0 references
dividend
0 references
model uncertainty
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
