Zero-sum stochastic differential games of impulse versus continuous control by FBSDEs (Q6111121)
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scientific article; zbMATH DE number 7708132
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Zero-sum stochastic differential games of impulse versus continuous control by FBSDEs |
scientific article; zbMATH DE number 7708132 |
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Zero-sum stochastic differential games of impulse versus continuous control by FBSDEs (English)
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6 July 2023
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forward-backward stochastic differential equations
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impulse control
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quasi-variational inequalities
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viscosity solutions
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zero-sum stochastic differential games
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