Error estimates for stochastic differential games: the adverse stopping case
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Publication:3378211
DOI10.1093/imanum/dri034zbMath1130.91014OpenAlexW2089188105MaRDI QIDQ3378211
Stefania Maroso, Housnaa Zidani, Joseph Frédéric Bonnans
Publication date: 30 March 2006
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://hal.inria.fr/inria-00070566/file/RR-5441.pdf
Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)
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