Switching Games of Stochastic Differential Systems (Q3506530)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5288509
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Switching Games of Stochastic Differential Systems |
scientific article; zbMATH DE number 5288509 |
Statements
Switching Games of Stochastic Differential Systems (English)
0 references
16 June 2008
0 references
stochastic differential games
0 references
dynamic programming inequalities
0 references
switching strategies
0 references
value function
0 references
viscosity solution
0 references
0.8671076893806458
0 references
0.8657033443450928
0 references
0.8617280721664429
0 references
0.8410089612007141
0 references