Pathwise strategies for stochastic differential games with an erratum to ''Stochastic Differential Games with Asymmetric Information''
Résumé
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-Rainer 2009].
Domaines
Optimisation et contrôle [math.OC]Origine | Fichiers produits par l'(les) auteur(s) |
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