Stochastic optimal control to a nonlinear differential game (Q307295)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic optimal control to a nonlinear differential game |
scientific article |
Statements
Stochastic optimal control to a nonlinear differential game (English)
0 references
1 September 2016
0 references
nonlinear stochastic differential equation
0 references
Brownian motion
0 references
stochastic optimal control
0 references
Itô's lemma
0 references
0 references
0 references
