Stochastic differential games with controlled regime-switching
Author:
Funder
National Key R& D Programme of China
Engineering and Physical Sciences Research Council
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s40314-024-02782-8.pdf
Reference33 articles.
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2. Barmish B (1978) Measurable selection theorems and their application to problems of guaranteed performance. IEEE Trans Autom Control 23(4):685–687. https://doi.org/10.1109/TAC.1978.1101799
3. Bayraktar E, Song Q, Yang J (2010) On the continuity of stochastic exit time control problems. Stoch Anal Appl 29(1):48–60. https://doi.org/10.1080/07362994.2011.532020
4. Bellman R (1952) On the theory of dynamic programming. Proc Natl Acad Sci 38(8):716–719. https://doi.org/10.1073/pnas.38.8.716
5. Biswas I (2012) On zero-sum stochastic differential games with jump-diffusion driven state: a viscosity solution framework. SIAM J Control Optim 50(4):1823–1858. https://doi.org/10.1137/080720504
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