Stochastic recursive zero-sum differential game and mixed zero-sum differential game problem
DOI10.1155/2012/718714zbMath1264.91023OpenAlexW2025705427WikidataQ58911632 ScholiaQ58911632MaRDI QIDQ1955113
Publication date: 11 June 2013
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/718714
Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
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