Maximum principle via Malliavin calculus for regular-singular stochastic differential games
DOI10.1007/S11590-017-1120-2zbMATH Open1401.91016OpenAlexW2591685814MaRDI QIDQ1670534FDOQ1670534
Publication date: 5 September 2018
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-017-1120-2
Malliavin calculusmaximum principlestochastic differential gameregular-singular controlasymmetric partial informations
Differential games (aspects of game theory) (91A23) 2-person games (91A05) Stochastic games, stochastic differential games (91A15)
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