A note on stochastic minimax principle

MaRDI QIDQ2644179zbMATH OpenFDO

Authors Yanyan Li

Publication date 7 September 2007

Published in Differential Equations and Dynamical Systems (Search for Journal in Brave)

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Optimality conditions for problems involving randomness (49K45) Stochastic games, stochastic differential games (91A15)

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Cited in

(2)

• Differential games of fixed duration in the framework of relaxed strategies
• An anticipative stochastic minimum principle under enlarged filtrations

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