Martingale approach to stochastic differential games of control and stopping (Q941305): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 19:01, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Martingale approach to stochastic differential games of control and stopping |
scientific article |
Statements
Martingale approach to stochastic differential games of control and stopping (English)
0 references
4 September 2008
0 references
stochastic games
0 references
control
0 references
optimal stopping
0 references
martingales
0 references
Doob-Meyer decompositions
0 references
stochastic maximum principle
0 references
thrifty control strategies
0 references