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Stochastic control in a differential game
Journal of Applied Mathematics and Mechanics, 1978openaire +1 more source
Relationship between MP and DPP for stochastic differential games with g-expectation
2015Shi Jingtao
exaly
ON SOME STOCHASTIC DIFFERENTIAL GAMES
1973Chris P. Tsokos, William G. Nichols
openaire +1 more source
On bang-bang solutions of stochastic differential games
IEEE Transactions on Automatic Control, 1987exaly
Maximum Principle for Stochastic Differential Games with Partial Information
Journal of Optimization Theory and Applications, 2008exaly