The Mixed Zero-Sum Stochastic Differential Game in the Model with Jumps

DOI10.1007/978-0-8176-8089-3_5zbMath1218.91023OpenAlexW143353594MaRDI QIDQ5198520

Hao Wang, Said Hamadène

Publication date: 8 August 2011

Published in: Annals of the International Society of Dynamic Games (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-0-8176-8089-3_5

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Applications of stochastic analysis (to PDEs, etc.) (60H30) Random measures (60G57)

Related Items (1)

A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions

Cites Work

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