Martingale approach to stochastic differential games of control and stopping (Q941305): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 0808.3656 / rank | |||
Normal rank | |||
Revision as of 18:04, 18 April 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
