Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach
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Publication:262012
DOI10.1007/S10957-013-0484-4zbMATH Open1381.49041OpenAlexW2062611968MaRDI QIDQ262012FDOQ262012
Authors: Olivier Menoukeu-Pamen 
Publication date: 29 March 2016
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-013-0484-4
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Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic games, stochastic differential games (91A15) Financial applications of other theories (91G80) Optimal stochastic control (93E20) Continuity and singularity of induced measures (60G30)
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Cited In (22)
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