Diffusions and stochastic games†

DOI10.1080/00207177108931988zbMath0221.93008OpenAlexW2044497225MaRDI QIDQ5626457

G. R. Mon

Publication date: 1971

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177108931988

Mathematics Subject Classification ID

Probabilistic games; gambling (91A60)

Cites Work

• Solution of stochastic optimal control problems by an alternative state-space representation†
• Some Considerations in Formulating Optimal Control Problems as Differential Games†

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