Stochastic recursive zero-sum differential game and mixed zero-sum differential game problem
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Publication:1955113
DOI10.1155/2012/718714zbMath1264.91023WikidataQ58911632 ScholiaQ58911632MaRDI QIDQ1955113
Publication date: 11 June 2013
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/718714
49N70: Differential games and control
91A23: Differential games (aspects of game theory)
91G80: Financial applications of other theories
91G20: Derivative securities (option pricing, hedging, etc.)
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35Q91: PDEs in connection with game theory, economics, social and behavioral sciences
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