Stochastic optimal control to a nonlinear differential game (Q307295)
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scientific article; zbMATH DE number 6621615
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic optimal control to a nonlinear differential game |
scientific article; zbMATH DE number 6621615 |
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Stochastic optimal control to a nonlinear differential game (English)
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1 September 2016
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nonlinear stochastic differential equation
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Brownian motion
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stochastic optimal control
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Itô's lemma
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0.94184506
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0.9379694
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0.9283016
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0.9281815
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0.92810374
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0.92586017
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0.92240995
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