Optimal exit probabilities and differential games
type: Item
instance of: scholarly article
title: Optimal exit probabilities and differential games
zbMATH Open document ID: 0474.93072
DOI: 10.1007/BF01442120
author: Wendell Fleming
author: Chun-Ping Tsai
published in: Applied Mathematics and Optimization
publication date: 1981-01-01T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 91A60
Mathematics Subject Classification ID: 91A23
Mathematics Subject Classification ID: 91A80
zbMATH DE Number: 3745052
zbMATH Keywords: optimal exit probabilities
zbMATH Keywords: optimal stochastic control
zbMATH Keywords: differential games
zbMATH Keywords: n-dimensional Brownian motion
zbMATH Keywords: Ventcel-Freidlin estimates
zbMATH Keywords: approximations by discretized and penalized games
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 3745052