Stochastic differential games : a sampling approach via FBSDEs
Ioannis Exarchos, Evangelos Theodorou, Panagiotis Tsiotras
| Year of publication: |
2019
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|---|---|
| Authors: | Exarchos, Ioannis ; Theodorou, Evangelos ; Tsiotras, Panagiotis |
| Published in: |
Dynamic games and applications : DGA. - Boston : Birkhäuser, ISSN 2153-0785, ZDB-ID 2610271-7. - Vol. 9.2019, 2, p. 486-505
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| Subject: | Stochastic differential games | Forward and backward stochastic differential equations | Numerical methods | Iterative algorithms | Stochastischer Prozess | Stochastic process | Stochastisches Spiel | Stochastic game | Analysis | Mathematical analysis | Spieltheorie | Game theory | Algorithmus | Algorithm | Stichprobenerhebung | Sampling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s13235-018-0268-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012225457