Some linear-quadratic stochastic differential games for equations in Hilbert spaces with fractional Brownian motions
DOI10.3934/dcds.2015.35.5435zbMath1341.49048OpenAlexW2526518493MaRDI QIDQ255505
Publication date: 9 March 2016
Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcds.2015.35.5435
Fractional processes, including fractional Brownian motion (60G22) Noncooperative games (91A10) Differential games and control (49N70) 2-person games (91A05) Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Dynamic games (91A25) Existence of optimal solutions to problems involving randomness (49J55)
Related Items (4)
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