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Publication:3759612
zbMath0622.60032MaRDI QIDQ3759612
Panagiotis E. Souganidis, Wendell H. Fleming
Publication date: 1986
Full work available at URL: http://www.numdam.org/item?id=ASNSP_1986_4_13_2_171_0
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
dynamic programmingdifferential gamesmall diffusionsmall random perturbationminimum exit probabilityVentcell-Freidlin theory
Differential games (aspects of game theory) (91A23) Large deviations (60F10) Existence of optimal solutions to problems involving randomness (49J55)
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