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

页码：75 / 84

页数：10

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