scientific article; zbMATH DE number 3640656

MaRDI QIDQ4200967zbMATH OpenFDO

Authors Anthony Ephremides

Publication date 1977

zbMATH Keywords

martingale representation theoremspoint processseparation principlesstochastic control problemstochastic differential games

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic analysis (60H99) Probabilistic games; gambling (91A60)

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