Systemic risk and stochastic games with delay
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Publication:1626502
DOI10.1007/s10957-018-1267-8zbMath1418.91062arXiv1607.06373OpenAlexW2488578144MaRDI QIDQ1626502
Seyyed Mostafa Mousavi, Jean-Pierre Fouque, Li-Hsien Sun, René A. Carmona
Publication date: 27 November 2018
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1607.06373
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamic programming in optimal control and differential games (49L20) Stochastic games, stochastic differential games (91A15) Actuarial science and mathematical finance (91G99)
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