Stochastic Control and Differential Games with Path-Dependent Influence of Controls on Dynamics and Running Cost (Q4630680): Difference between revisions

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Revision as of 16:39, 5 March 2024

scientific article; zbMATH DE number 7046549
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English
Stochastic Control and Differential Games with Path-Dependent Influence of Controls on Dynamics and Running Cost
scientific article; zbMATH DE number 7046549

    Statements

    Stochastic Control and Differential Games with Path-Dependent Influence of Controls on Dynamics and Running Cost (English)
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    23 April 2019
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    functional Itô calculus
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    path-dependence
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    stochastic control
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    stochastic games
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    delay
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