Optimal Play in a Stochastic Differential Game (Q3921039): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 13:23, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Play in a Stochastic Differential Game |
scientific article |
Statements
Optimal Play in a Stochastic Differential Game (English)
0 references
1981
0 references
upper-value
0 references
martingale
0 references
two-person zero-sum differential game
0 references
additive white noise
0 references
feedback strategies
0 references
submartingale
0 references
Hamiltonian function
0 references
