Pages that link to "Item:Q2535355"
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The following pages link to On stochastic differential games: sufficient conditions that a given strategy be a saddle point, and numerical procedures for the solution of the game (Q2535355):
Displayed 4 items.
- Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model (Q282274) (← links)
- On the definition of stochastic differential games and the existence of value and of saddle points (Q1394208) (← links)
- Stochastic differential games: a sampling approach via FBSDEs (Q2280204) (← links)
- Optimal stochastic investment games under Markov regime switching market (Q2438402) (← links)