On the use of stochastic differential games against nature to ergodic control problems with unknown parameters (Q5266180)
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scientific article; zbMATH DE number 6467893
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the use of stochastic differential games against nature to ergodic control problems with unknown parameters |
scientific article; zbMATH DE number 6467893 |
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On the use of stochastic differential games against nature to ergodic control problems with unknown parameters (English)
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30 July 2015
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games against nature
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ergodic pay-off criterion
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controlled diffusions with unknown parameters
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