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scientific article; zbMATH DE number 7028961 - MaRDI portal

scientific article; zbMATH DE number 7028961

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zbMath1424.91014MaRDI QIDQ4624756

Cheng-ke Zhang, Lu Yang, Huai-nian Zhu

Publication date: 22 February 2019

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

zbMATH Keywords

dynamic programming stochastic differential game Poisson jumps linear Markov switching systems

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Applications of game theory (91A80) Stochastic games, stochastic differential games (91A15) Portfolio theory (91G10)

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