Martingale approach to stochastic differential games of control and stopping (Q941305): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale approach to stochastic differential games of control and stopping |
scientific article |
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Martingale approach to stochastic differential games of control and stopping (English)
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4 September 2008
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stochastic games
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control
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optimal stopping
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martingales
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Doob-Meyer decompositions
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stochastic maximum principle
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thrifty control strategies
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