scientific article; zbMATH DE number 6174809
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Publication:4925742
zbMath1310.91026MaRDI QIDQ4925742
Publication date: 12 June 2013
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
controlbackward stochastic differential equationsstochastic gamesreflecting barrierMarkovian systembob-zero-sum
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15)
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