Pathwise strategies for stochastic differential games with an erratum to ``Stochastic differential games with asymmetric information
DOI10.1007/S00245-013-9198-0zbMATH Open1272.93127arXiv1212.4634OpenAlexW2095128645MaRDI QIDQ372998FDOQ372998
Authors: Pierre Cardaliaguet, Catherine Rainer 
Publication date: 21 October 2013
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1212.4634
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Differential games and control (49N70) Stochastic games, stochastic differential games (91A15) Optimal stochastic control (93E20)
Cites Work
- Controlled Markov processes and viscosity solutions
- On the value of stochastic differential games
- Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations
- Title not available (Why is that?)
- Stochastic differential games with asymmetric information
- Axiomatic approach in differential games
- Pathwise construction of stochastic integrals
- On the Existence of Solutions to a Differential Game
- Strategies for differential games
Cited In (11)
- Numerical approximation of the value of a stochastic differential game with asymmetric information
- Differential games
- Existence of value for a differential game with asymmetric information and signal revealing
- A probabilistic representation for the value of zero-sum differential games with incomplete information on both sides
- Differential games with asymmetric information and without Isaacs' condition
- Nash equilibrium payoffs for non-zero-sum stochastic differential games without Isaacs condition
- Zero-sum risk-sensitive stochastic differential games with reflecting diffusions in the orthant
- Differential games in \(L^{\infty}\)
- Contract theory in a VUCA world
- How to Detect a Salami Slicer: A Stochastic Controller-and-Stopper Game with Unknown Competition
- Zero-sum path-dependent stochastic differential games in weak formulation
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