Backward equations, stochastic control and zero-sum stochastic differential games (Q4715822)
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scientific article; zbMATH DE number 947035
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward equations, stochastic control and zero-sum stochastic differential games |
scientific article; zbMATH DE number 947035 |
Statements
Backward equations, stochastic control and zero-sum stochastic differential games (English)
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18 March 1997
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backward stochastic differential equations
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stochastic control
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zero-sum stochastic differential games
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