A BSDE approach to stochastic differential games with incomplete information (Q424510)
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scientific article; zbMATH DE number 6040308
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| default for all languages | No label defined |
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| English | A BSDE approach to stochastic differential games with incomplete information |
scientific article; zbMATH DE number 6040308 |
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A BSDE approach to stochastic differential games with incomplete information (English)
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1 June 2012
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stochastic differential games
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backward stochastic differential equations
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dynamic programming
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viscosity solutions
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0.8574833273887634
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0.8414070010185242
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0.8165016770362854
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0.8145961165428162
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0.8141493201255798
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