Stochastic control and differential games with path-dependent influence of controls on dynamics and running cost (Q4630680)
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scientific article; zbMATH DE number 7046549
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| English | Stochastic control and differential games with path-dependent influence of controls on dynamics and running cost |
scientific article; zbMATH DE number 7046549 |
Statements
Stochastic Control and Differential Games with Path-Dependent Influence of Controls on Dynamics and Running Cost (English)
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23 April 2019
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functional Itô calculus
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path-dependence
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stochastic control
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stochastic games
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delay
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0.841630220413208
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0.8034924864768982
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0.7907042503356934
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0.789228081703186
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