Constrained stochastic differential games with additive structure: average and discount payoffs (Q1714479)
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scientific article; zbMATH DE number 7010516
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| English | Constrained stochastic differential games with additive structure: average and discount payoffs |
scientific article; zbMATH DE number 7010516 |
Statements
Constrained stochastic differential games with additive structure: average and discount payoffs (English)
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1 February 2019
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additive structure
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discount payoff criterion
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Lagrange multipliers
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relaxation theory
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0.8914347290992737
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0.8793407082557678
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0.8666458129882812
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0.850659966468811
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0.8400300741195679
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