Two-player diffusion control games with private information
From MaRDI portal
Cites work
- A regularity condition on the transition probability measure of a diffusion process
- A Stochastic Differential Game with Safe and Risky Choices
- A useful extension of Itô's formula with applications to optimal stopping
- Compactification methods in the control of degenerate diffusions: existence of an optimal control
- Continuous-time stochastic control and optimization with financial applications
- Controlled diffusion processes. Translated by A. B. Aries
- scientific article; zbMATH DE number 432614 (Why is no real title available?)
- scientific article; zbMATH DE number 51724 (Why is no real title available?)
- scientific article; zbMATH DE number 4125214 (Why is no real title available?)
- Large ranking games with diffusion control
- Mean field games via controlled martingale problems: existence of Markovian equilibria
- Mean-field ranking games with diffusion control
- Measure theory. Vol. I and II
- Mimicking an Itō process by a solution of a stochastic differential equation
- Multidimensional diffusion processes.
- On general minimax theorems
- On stochastic games
- On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations
- Optimal Control of the Diffusion Coefficient of a Simple Diffusion Process
- Oscillating Brownian motion
- Random measures, theory and applications
- The role of correlation in diffusion control ranking games
This page was built for publication: Two-player diffusion control games with private information
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6932206)