scientific article; zbMATH DE number 2037786

MaRDI QIDQ4447159zbMATH OpenFDO

Authors Mario Lefebvre

Publication date 3 February 2004

zbMATH Keywords

differential gameKolmogorov backward equationoptimizers

Mathematics Subject Classification ID

Differential games and control (49N70) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20)

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Cited in

(3)

• Explicit solutions to the Kolmogorov backward equation
• Linearization of a dynamic programming equation
• scientific article; zbMATH DE number 4149928 (Why is no real title available?)

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