Stochastic optimal control to a nonlinear differential game
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Publication:307295
DOI10.1186/1687-1847-2014-266zbMATH Open1415.91049OpenAlexW2097214050WikidataQ59324582 ScholiaQ59324582MaRDI QIDQ307295FDOQ307295
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Cites work
- scientific article; zbMATH DE number 3562833 (Why is no real title available?)
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- A constrained non-linear regular-singular stochastic control problem, with applications.
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- An algorithm for solving a stochastic control problem
- Controlled Markov processes and viscosity solutions
- Game theory
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- Stochastic differential equations. An introduction with applications.
- Stochastic differential portfolio games
Cited in
(8)- Parametric optimization in the control design for nonlinear differential games with zero sum
- Pointwise stochastic control of nonlinear systems
- Parametric approximate optimal control of uncertain differential game with application to counter terror
- scientific article; zbMATH DE number 4127047 (Why is no real title available?)
- Optimal control and zero-sum stochastic differential game problems of mean-field type
- \(p\)-Laplace operators for oriented hypergraphs
- Near optimal strategies for nonlinear stochastic differential games based on the technique of statistical linearization
- Stochastic nonlinear minimax dynamic games with noisy measurements
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