Stochastic target games with controlled loss (Q2454400)

From MaRDI portal
Revision as of 08:49, 30 July 2024 by Openalex240730090724 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Stochastic target games with controlled loss
scientific article

    Statements

    title
    Stochastic target games with controlled loss (English)
    0 references
    author
    Bruno Bouchard
    0 references
    Ludovic Moreau
    0 references
    Marcel Nutz
    0 references
    publication date
    13 June 2014
    0 references
    zbMATH Keywords
    stochastic target
    0 references
    stochastic game
    0 references
    geometric dynamic programming principle
    0 references
    viscosity solution
    0 references
    cites work
    Q3957683
    0 references
    Q4349244
    0 references
    Q4205251
    0 references
    Quantile hedging
    0 references
    Q4114574
    0 references
    Q5436616
    0 references

    Identifiers

    DOI
    10.1214/13-AAP938
    0 references
    Mathematics Subject Classification ID
    49N70
    0 references
    49L20
    0 references
    49L25
    0 references
    91A15
    0 references
    91A23
    0 references
    93E20
    0 references
    zbMATH DE Number
    6304074
    0 references
    arXiv ID
    1206.6325
    0 references
    OpenAlex ID
    W3100306062
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2454400&oldid=36954856"
    Powered by MediaWiki