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Stochastic differential games with asymmetric information - MaRDI portal

Stochastic differential games with asymmetric information (Q2391246)

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Stochastic differential games with asymmetric information
scientific article

    Statements

    title
    Stochastic differential games with asymmetric information (English)
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    author
    Pierre Cardaliaguet
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    Catherine Rainer
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    publication date
    24 July 2009
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    zbMATH Keywords
    stochastic differential game
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    asymmetric information
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    viscosity solution
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    Identifiers

    Mathematics Subject Classification ID
    91A15
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    91A23
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    49N70
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    49L25
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    49K45
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    zbMATH DE Number
    5586592
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    OpenAlex ID
    W2052982373
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    arXiv ID
    math/0703155
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