VALUE IN MIXED STRATEGIES FOR ZERO-SUM STOCHASTIC DIFFERENTIAL GAMES WITHOUT ISAACS CONDITION | |
Buckdahn, Rainer; Li, Juan; Quincampoix, Marc | |
刊名 | ANNALS OF PROBABILITY |
2014 | |
卷号 | 42期号:4页码:1724-1768 |
关键词 | 2-person zero-sum stochastic differential game Isaacs condition viscosity solution value function backward stochastic differential equations dynamic programming principle randomized controls |
DOI | 10.1214/13-AOP849 |
URL标识 | 查看原文 |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/4797557 |
专题 | 山东大学 |
作者单位 | 1.Univ Bretagne Occidentale, Math Lab, CNRS UMR 6205, F-29285 Brest, France. 2.Shandong Univ, Sch Math |
推荐引用方式 GB/T 7714 | Buckdahn, Rainer,Li, Juan,Quincampoix, Marc. VALUE IN MIXED STRATEGIES FOR ZERO-SUM STOCHASTIC DIFFERENTIAL GAMES WITHOUT ISAACS CONDITION[J]. ANNALS OF PROBABILITY,2014,42(4):1724-1768. |
APA | Buckdahn, Rainer,Li, Juan,&Quincampoix, Marc.(2014).VALUE IN MIXED STRATEGIES FOR ZERO-SUM STOCHASTIC DIFFERENTIAL GAMES WITHOUT ISAACS CONDITION.ANNALS OF PROBABILITY,42(4),1724-1768. |
MLA | Buckdahn, Rainer,et al."VALUE IN MIXED STRATEGIES FOR ZERO-SUM STOCHASTIC DIFFERENTIAL GAMES WITHOUT ISAACS CONDITION".ANNALS OF PROBABILITY 42.4(2014):1724-1768. |
个性服务 |
查看访问统计 |
相关权益政策 |
暂无数据 |
收藏/分享 |
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。
修改评论