Minimax games for stochastic systems subject to relative entropy uncertainty: applications to SDEs on Hilbert spaces
DOI10.1007/S00498-006-0009-XzbMATH Open1149.49006OpenAlexW2006578230MaRDI QIDQ878080FDOQ878080
Authors: N. U. Ahmed, Charalambos D. Charalambous
Publication date: 26 April 2007
Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00498-006-0009-x
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