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"A Weak Dynamic Programming Principle for Zero-Sum Stochastic Differential ..."

Erhan Bayraktar, Song Yao (2013)

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DOI: 10.1137/120897638

access: closed

type: Journal Article

metadata version: 2020-07-09

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Erhan Bayraktar, Song Yao:
A Weak Dynamic Programming Principle for Zero-Sum Stochastic Differential Games with Unbounded Controls. SIAM J. Control. Optim. 51(3): 2036-2080 (2013)

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