Minimax games for stochastic systems subject to relative entropy uncertainty: applications to SDEs on Hilbert spaces (Q878080)

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scientific article; zbMATH DE number 5146126
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    Minimax games for stochastic systems subject to relative entropy uncertainty: applications to SDEs on Hilbert spaces
    scientific article; zbMATH DE number 5146126

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      Minimax games for stochastic systems subject to relative entropy uncertainty: applications to SDEs on Hilbert spaces (English)
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      26 April 2007
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      minimax games
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      uncertain systems
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      stochastic differential equations
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      infinite dimensional
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