The Existence of Value in Stochastic Differential Games
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/0314006
Reference8 articles.
1. Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems
2. Existence of Optimal Stochastic Control Laws
3. On the Existence of Optimal Policies in Stochastic Control
4. Dynamic Programming Conditions for Partially Observable Stochastic Systems
5. On the Solutions of a Stochastic Control System
Cited by 63 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Differential Game with Mixed Strategies: A Weak Approximation Approach;2023 62nd IEEE Conference on Decision and Control (CDC);2023-12-13
2. Stochastic differential games with random coefficients and stochastic Hamilton–Jacobi–Bellman–Isaacs equations;The Annals of Applied Probability;2023-04-01
3. Non-zero-sum reinsurance and investment game with correlation between insurance market and financial market under CEV model;Journal of Industrial and Management Optimization;2023
4. Reflected BSDEs with logarithmic growth and applications in mixed stochastic control problems;Stochastics;2022-02-13
5. Zero-Sum Stochastic Games with Random Rules of Priority, Discrete Linear-Quadratic Model;Dynamic Games and Applications;2022-01-23
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3