A differential game with jump process observations

DOI10.1007/BF00934112zbMath0416.90096MaRDI QIDQ754788

D. Kharzeev

Publication date: 1980

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

jump processes; noisy information; two-person zero-sum stochastic differential game

Mathematics Subject Classification ID

91A23: Differential games (aspects of game theory)

91A15: Stochastic games, stochastic differential games

91A60: Probabilistic games; gambling