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Value in mixed strategies for zero sum stochastic differential games without Isaacs condition

Type: Journal Paper

Author : Buckdahn, Rainer - Li, Juan - Quincampoix, Marc

Publisher: The Institute of Mathematical Statistics

Year: 2014

Testing for multiple change points

Type: Journal Paper

Author : Antoch, J. - Jarušková, D.

Publisher: Springer-Verlag

Year: 2013

Stochastic Maximum Principle for Mean-Field Type Optimal Control Under Partial Information

Type: Journal Paper

Author : Guangchen Wang; Chenghui Zhang; Weihai Zhang

Publisher: IEEE

Year: 2014

Author

Antoch, J. - Jarušková, D. (1)

Buckdahn, Rainer - Li, Juan - Quincampoix, Marc (1)

Chenghui Zhang (1)

Guangchen Wang (1)

Weihai Zhang (1)

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IEEE (1)

Springer-Verlag (1)

The Institute of Mathematical Statistics (1)

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2014 (2)

2013 (1)

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backward stochastic differential equations (2)

#x0302 (1)

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2 (1)

Aerospace electronics (1)

Approximate critical values (1)

Asymptotic distribution (1)

Bellman&#039 (1)

BSDE (1)

convex programming (1)

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Journal Paper (3)

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Automatic Control, IEEE Transactions on (1)

Computational Statistics (1)

The Annals of Probability (1)

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