On stochastic differential games: sufficient conditions that a given strategy be a saddle point, and numerical procedures for the solution of the game

DOI10.1016/0022-247X(69)90199-1zbMath0182.20802OpenAlexW2020843960MaRDI QIDQ2535355

Stanley G. Chamberlain, Harold J. Kushner

Publication date: 1969

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(69)90199-1

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)

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