Covariance control problems over martingales with fixed terminal distribution arising from game theory (Q2840133)
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scientific article; zbMATH DE number 6188891
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| English | Covariance control problems over martingales with fixed terminal distribution arising from game theory |
scientific article; zbMATH DE number 6188891 |
Statements
17 July 2013
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stochastic control
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repeated games
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incomplete information
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viscosity solution
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continuous time
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HJB equations
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duality
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Covariance control problems over martingales with fixed terminal distribution arising from game theory (English)
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0.7458022832870483
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0.7456401586532593
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0.7383139133453369
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0.7325785756111145
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