Minimax games for stochastic systems subject to relative entropy uncertainty: applications to SDEs on Hilbert spaces

DOI10.1007/S00498-006-0009-XMaRDI QIDQ878080zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

stochastic differential equationsuncertain systemsinfinite dimensionalminimax games

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Existence of solutions for minimax problems (49J35)

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