Stochastic target games with controlled loss (Q2454400)

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Stochastic target games with controlled loss
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    title
    Stochastic target games with controlled loss (English)
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    DOI
    10.1214/13-AAP938
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    author
    Bruno Bouchard
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    Ludovic Moreau
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    Marcel Nutz
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    publication date
    13 June 2014
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    Mathematics Subject Classification ID
    49N70
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    49L20
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    49L25
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    91A15
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    91A23
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    93E20
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    zbMATH DE Number
    6304074
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    zbMATH Keywords
    stochastic target
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    stochastic game
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    geometric dynamic programming principle
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    viscosity solution
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    arXiv ID
    1206.6325
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    cites work
    Q3957683
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    Q4349244
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    Q4205251
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    Quantile hedging
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    Q4114574
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    Q5436616
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