Backward equations, stochastic control and zero-sum stochastic differential games (Q4715822): Difference between revisions

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Revision as of 22:36, 19 March 2024

scientific article; zbMATH DE number 947035
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Backward equations, stochastic control and zero-sum stochastic differential games
scientific article; zbMATH DE number 947035

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    Backward equations, stochastic control and zero-sum stochastic differential games (English)
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    18 March 1997
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    backward stochastic differential equations
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    stochastic control
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    zero-sum stochastic differential games
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