Minimax games for stochastic systems subject to relative entropy uncertainty: applications to SDEs on Hilbert spaces

DOI10.1007/S00498-006-0009-XzbMath1149.49006OpenAlexW2006578230MaRDI QIDQ878080

Nasir Uddin Ahmed, Charalambos D. Charalambous

Publication date: 26 April 2007

Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00498-006-0009-x

zbMATH Keywords

uncertain systemsstochastic differential equationsinfinite dimensionalminimax games

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Existence of solutions for minimax problems (49J35)

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