Constrained stochastic differential games with additive structure: average and discount payoffs (Q1714479)
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scientific article; zbMATH DE number 7010516
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constrained stochastic differential games with additive structure: average and discount payoffs |
scientific article; zbMATH DE number 7010516 |
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Constrained stochastic differential games with additive structure: average and discount payoffs (English)
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1 February 2019
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additive structure
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discount payoff criterion
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Lagrange multipliers
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relaxation theory
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