Stochastic Control and Differential Games with Path-Dependent Influence of Controls on Dynamics and Running Cost (Q4630680)
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scientific article; zbMATH DE number 7046549
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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