Stochastic optimal control to a nonlinear differential game

DOI10.1186/1687-1847-2014-266zbMath1415.91049OpenAlexW2097214050WikidataQ59324582 ScholiaQ59324582MaRDI QIDQ307295

Othusitse Basimanebotlhe, Xiao-Ping Xue

Publication date: 1 September 2016

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/1687-1847-2014-266

zbMATH Keywords

Brownian motionstochastic optimal controlnonlinear stochastic differential equationItô's lemma

Mathematics Subject Classification ID

2-person games (91A05) Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15)

Related Items (1)

\(p\)-Laplace operators for oriented hypergraphs

Cites Work

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