Optimal control for n-person differential stochastic inclusions (Q4705833)
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scientific article; zbMATH DE number 1370509
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control for n-person differential stochastic inclusions |
scientific article; zbMATH DE number 1370509 |
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Optimal control for n-person differential stochastic inclusions (English)
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5 April 2000
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stochastic differential inclusion
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open loop equilibrium
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existence theorem
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mathematical finance
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optimal control
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international investments portfolio
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