Pages that link to "Item:Q3921039"
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The following pages link to Optimal Play in a Stochastic Differential Game (Q3921039):
Displayed 15 items.
- Portfolio risk minimization and differential games (Q425781) (← links)
- Stochastic optimal control and BSDEs with logarithmic growth (Q452075) (← links)
- Zero-sum stochastic differential games and backward equations (Q674053) (← links)
- The numerical solution of three stochastic differential games (Q761360) (← links)
- A game theoretic approach to option valuation under Markovian regime-switching models (Q931215) (← links)
- Prior play in a deterministic differential game (Q1163223) (← links)
- Stochastic differential games: Occupation measure based approach (Q1321187) (← links)
- Reflected BSDEs and mixed game problem (Q1613587) (← links)
- Optimal non-proportional reinsurance control and stochastic differential games (Q2276206) (← links)
- A Stochastic Differential Game with Safe and Risky Choices (Q3415867) (← links)
- A stochastic differential reinsurance game (Q3578668) (← links)
- Computation of nash equilibrium pairs of a stochastic differential game (Q3948967) (← links)
- Computation of suboptimal Nash strategies for a stochastic differential game under partial observation† (Q3959775) (← links)
- Stochastic Differential Games With a Small Parameter (Q4311573) (← links)
- On Existence of a nash equilibrium point in <i>N</i>‐person non‐zero sum stochastic jump differential games (Q4711801) (← links)
