Optimal Play in a Stochastic Differential Game (Q3921039)
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scientific article; zbMATH DE number 3733702
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal Play in a Stochastic Differential Game |
scientific article; zbMATH DE number 3733702 |
Statements
Optimal Play in a Stochastic Differential Game (English)
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1981
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upper-value
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martingale
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two-person zero-sum differential game
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additive white noise
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feedback strategies
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submartingale
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Hamiltonian function
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