Necessary and sufficient optimality conditions for regular-singular stochastic differential games with asymmetric information (Q1626506): Difference between revisions
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Latest revision as of 12:36, 23 September 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary and sufficient optimality conditions for regular-singular stochastic differential games with asymmetric information |
scientific article |
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Necessary and sufficient optimality conditions for regular-singular stochastic differential games with asymmetric information (English)
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27 November 2018
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necessary optimality conditions
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sufficient optimality conditions
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regular-singular control
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stochastic differential game
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asymmetric information
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saddle point
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Nash equilibrium
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optimal investment
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dividend
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model uncertainty
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