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  1. Stochastic Differential Games. Theory and Applications | SpringerLink
  2. Stochastic optimal control to a nonlinear differential game
  3. SearchWorks Catalog

Theory and Applications.


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Stochastic Differential Games. Theory and Applications | SpringerLink

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Stochastic optimal control to a nonlinear differential game

Customer Reviews. Sufficient conditions are provided in terms of the players' speeds, measurement accuracy and the capture range of the pursuer. These results can provide insight for stochastic PE game problems and are useful for solving multi-player games. Article :. DOI: Need Help?


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Continuous time stochastic optimization and control-- 4. Probabilistic approaches to stochastic control-- Part III. Stochastic Differential Games: 5.

Lecture 1 - Stochastic Partial Differential Equations - Martin Hairer - Лекториум

Stochastic differential games-- 6. Mean field games-- Bibliography-- Author index-- Notation index-- Subject index.

SearchWorks Catalog

As one of the few books on game theory and the theory of stochastic differential games, this book will be helpful to graduate students and young researchers interested in stochastic differential equations and the probabilistic approach to stochastic control, as well as mean field games and the control of McKean-Vlasov dynamics. Subject Stochastic differential equations.

groupect.staging.ctrlweb.ca/4697.php Stochastic control theory. Business mathematics.


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Bibliographic information. Publication date Copyright date Title Variation Lectures on backward stochastic differential equations, stochastic control, and stochastic differential games with financial applications ISBN Browse related items Start at call number: QA