On bang-bang solutions of stochastic differential games (Q3762111): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On bang-bang solutions of stochastic differential games |
scientific article |
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On bang-bang solutions of stochastic differential games (English)
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1987
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two-players zero-sum
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nonzero-sum stochastic differential games
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constraints on the controls
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linear stochastic differential equation
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Brownian motion
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feedback strategies
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saddle-point solution
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bang-bang
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Nash equilibrium solution
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