Zero-sum stochastic differential games and backward equations
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Publication:674053
DOI10.1016/0167-6911(94)00011-JzbMath0877.93125OpenAlexW2046047743MaRDI QIDQ674053
Said Hamadène, Jean-Pierre Lepeltier
Publication date: 28 February 1997
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6911(94)00011-j
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- On the Existence of Optimal Policies in Stochastic Control
- Dynamic Programming Conditions for Partially Observable Stochastic Systems
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