Maximum principle for stochastic differential games with partial information (Q1014037): Difference between revisions
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Revision as of 02:45, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for stochastic differential games with partial information |
scientific article |
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Maximum principle for stochastic differential games with partial information (English)
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24 April 2009
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jump diffusions
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stochastic control
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stochastic differential games
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sufficient maximum principle
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necessary maximum principle
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