Nash Equilibrium Payoffs for Stochastic Differential Games with two Reflecting Barriers
DOI10.1239/aap/1435236979zbMath1329.49070OpenAlexW1580658794MaRDI QIDQ5262445
Publication date: 15 July 2015
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aap/1435236979
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Dynamic programming (90C39) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic games, stochastic differential games (91A15) Existence of optimal solutions to problems involving randomness (49J55)
Related Items (2)
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