Martingale approach to stochastic differential games of control and stopping (Q941305)
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scientific article; zbMATH DE number 5321189
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| English | Martingale approach to stochastic differential games of control and stopping |
scientific article; zbMATH DE number 5321189 |
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Martingale approach to stochastic differential games of control and stopping (English)
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4 September 2008
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stochastic games
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control
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optimal stopping
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martingales
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Doob-Meyer decompositions
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stochastic maximum principle
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thrifty control strategies
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0.92941445
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0.9285188
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0.92733216
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0.92608416
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0.91463864
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0.9123998
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0.9102512
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0.9046488
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0.90135837
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0.89929205
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