Pathwise Strategies for Stochastic Differential Games with an Erratum to "Stochastic Differential Games with Asymmetric Information"

被引：11
|
作者：
Cardaliaguet, P. [1 ]
Rainer, C. [2 ]
机构：
[1] Univ Paris 09, CEREMADE, F-75775 Paris 16, France
[2] Univ Bretagne Occidentale, F-29285 Brest, France
来源：
APPLIED MATHEMATICS AND OPTIMIZATION | 2013年 / 68卷 / 01期
关键词：
Differential games; Strategies; Games with incomplete information;
D O I：
10.1007/s00245-013-9198-0
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We introduce a new notion of pathwise strategies for stochastic differential games. This allows us to give a correct meaning to some statement asserted in Cardaliaguet and Rainer (Appl. Math. Optim. 59: 1-36, 2009).
引用
收藏
页码：75 / 84
页数：10
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