A note on stochastic minimax principle

zbMATH Open1231.91021MaRDI QIDQ2644179FDOQ2644179

Authors: Yanyan Li 

Publication date: 7 September 2007

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

Recommendations

• Differential games of fixed duration in the framework of relaxed strategies
• Maximum principle for stochastic differential games with partial information
• scientific article; zbMATH DE number 4152194
• Maximum principle for differential games of forward-backward stochastic systems with applications
• scientific article; zbMATH DE number 954507

Mathematics Subject Classification ID

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

Cited In (2)

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

This page was built for publication: A note on stochastic minimax principle

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2644179)