Probability Theory Methods in Zero-Sum Stochastic Games

DOI10.1137/0315036zbMath0358.93031OpenAlexW1973028975MaRDI QIDQ4132350

Jean-Michel Bismut

Publication date: 1977

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0315036

Mathematics Subject Classification ID

Diffusion processes (60J60) Probabilistic games; gambling (91A60)

Related Items

ContrÔle stochastique, jeux et temps d'arrÊt: Applications de la théorie probabiliste du potentiel ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:4162232 Contr�le de processus alternants et applications] ⋮ Control of jump processes and applications