"Numerical Approximation of the Value of a Stochastic Differential Game ..."

Lubomír Bañas, Giorgio Ferrari, Tsiry Avisoa Randrianasolo (2021)

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DOI: 10.1137/19M1309997

access: closed

type: Journal Article

metadata version: 2021-05-12

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Lubomír Bañas, Giorgio Ferrari, Tsiry Avisoa Randrianasolo:
Numerical Approximation of the Value of a Stochastic Differential Game with Asymmetric Information. SIAM J. Control. Optim. 59(2): 1109-1135 (2021)

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