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Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application - MaRDI portal

Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application (Q6098966)

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scientific article; zbMATH DE number 7697420
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Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application
scientific article; zbMATH DE number 7697420

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    Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application (English)
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    19 June 2023
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    zero-sum differential game
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    impulse control
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    viscosity solution
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    discrete approximation
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    Nash-equilibrium
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    continuous-time portfolio optimization
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