Nonlinear Stochastic Differential Games Involving a Major Player and a Large Number of Collectively Acting Minor Agents (Q5494884)
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scientific article; zbMATH DE number 6323026
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear Stochastic Differential Games Involving a Major Player and a Large Number of Collectively Acting Minor Agents |
scientific article; zbMATH DE number 6323026 |
Statements
Nonlinear Stochastic Differential Games Involving a Major Player and a Large Number of Collectively Acting Minor Agents (English)
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30 July 2014
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stochastic differential game
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two-person zero-sum stochastic differential game
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backward stochastic differential equation
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saddle point control
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