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scientific article; zbMATH DE number 3632352 - MaRDI portal

scientific article; zbMATH DE number 3632352

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Publication:4193375

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zbMath0406.93053MaRDI QIDQ4193375

Wendell H. Fleming, Chun-Ping Tsai

Publication date: 1979

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Diffusion Process Differential Games Asymptotic Estimate Minimum Exit Probabilities

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)

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