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The existence of optimal strategies and saddle points in stochastic differential games

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Differential Games and Applications

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 3))

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References

  1. CLARK, J.M.C., The representation of functionals of Brownian motion by stochastic integrals, Ann. Math. Stat., 41 (1970), 1282–1295.

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P. Hagedorn H. W. Knobloch G. J. Olsder

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© 1977 Springer-Verlag

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Elliott, R.J. (1977). The existence of optimal strategies and saddle points in stochastic differential games. In: Hagedorn, P., Knobloch, H.W., Olsder, G.J. (eds) Differential Games and Applications. Lecture Notes in Control and Information Sciences, vol 3. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0009066

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  • DOI: https://doi.org/10.1007/BFb0009066

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-08407-5

  • Online ISBN: 978-3-540-37179-3

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