A variational formula for stochastic controls and some applications (Q938583)
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scientific article; zbMATH DE number 5316733
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| English | A variational formula for stochastic controls and some applications |
scientific article; zbMATH DE number 5316733 |
Statements
A variational formula for stochastic controls and some applications (English)
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26 August 2008
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stochastic controls
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variational formula
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maximum principle
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differential games
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minimax principle
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sufficient condition
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saddle point
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Nash equilibrium
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0.8664247989654541
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0.8580853939056396
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0.8459680080413818
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0.8258090615272522
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0.8167057037353516
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