Stochastic optimal control to a nonlinear differential game (Q307295): Difference between revisions

@@ Property / author @@
-Xiao-Ping Xue
@@ Property / author: Xiao-Ping Xue / rank @@
-Normal rank
@@ Property / author @@
+Xiao-Ping Xue
@@ Property / author: Xiao-Ping Xue / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1186/1687-1847-2014-266
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@@ Property / OpenAlex ID @@
+W2097214050
@@ Property / OpenAlex ID: W2097214050 / rank @@
+Normal rank
@@ Property / cites work @@
+An algorithm for solving a stochastic control problem
+Normal rank
@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4135263
@@ Property / cites work: Q4135263 / rank @@
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@@ Property / cites work @@
+Q2816007
@@ Property / cites work: Q2816007 / rank @@
+Normal rank
@@ Property / cites work @@
+A feedback nash equilibrium solution for non–cooperative innovations in a stochastic differential game framework
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+Stochastic differential portfolio games
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+Controlled Markov processes and viscosity solutions
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+A constrained non-linear regular-singular stochastic control problem, with applications.
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+Stochastic differential equations. An introduction with applications.
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+New approach to stochastic optimal control
@@ Property / cites work: New approach to stochastic optimal control / rank @@
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