Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications (Q5108264)
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scientific article; zbMATH DE number 7195320
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications |
scientific article; zbMATH DE number 7195320 |
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Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications (English)
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30 April 2020
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dynamic programming/optimal control/applications
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games/group decisions/stochastic
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probability/stochastic model applications
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stochastic differential game
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impulse control
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Nash equilibrium
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quasi-variational inequality
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