Backward equations, stochastic control and zero-sum stochastic differential games

DOI10.1080/17442509508834006zbMath0858.60056OpenAlexW2035752095WikidataQ126243181 ScholiaQ126243181MaRDI QIDQ4715822

Said Hamadène, Jean-Pierre Lepeltier

Publication date: 18 March 1997

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509508834006

zbMATH Keywords

stochastic controlbackward stochastic differential equationszero-sum stochastic differential games

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

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