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scientific article; zbMATH DE number 3640656 - MaRDI portal

scientific article; zbMATH DE number 3640656

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Publication:4200967

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zbMATH Open0412.60071MaRDI QIDQ4200967

Anthony Ephremides

Publication date: 1977

Title of this publication is not available (Why is that?)

zbMATH Keywords

point process stochastic differential games stochastic control problem separation principles martingale representation theorems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic analysis (60H99) Probabilistic games; gambling (91A60)

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