Two-player zero-sum stochastic differential games with regime switching (Q2174009): Difference between revisions
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Latest revision as of 08:45, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-player zero-sum stochastic differential games with regime switching |
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Two-player zero-sum stochastic differential games with regime switching (English)
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17 April 2020
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stochastic differential games
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Markov chains
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dynamic programming principle
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HJBI equations
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viscosity solutions
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