scientific article; zbMATH DE number 3591825

MaRDI QIDQ4158910zbMATH OpenFDO

Authors Robert J. Elliott

Publication date 1977

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic analysis (60Hxx) Probabilistic games; gambling (91A60)

Cited in

(2)

• The numerical solution of three stochastic differential games
• Zero-sum path-dependent stochastic differential games in weak formulation

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