"A Probabilistic Representation for the Value of Zero-Sum Differential ..."

Fabien Gensbittel, Catherine Rainer (2017)

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DOI: 10.1137/16M106217X

access: closed

type: Journal Article

metadata version: 2020-07-09

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Fabien Gensbittel, Catherine Rainer:
A Probabilistic Representation for the Value of Zero-Sum Differential Games with Incomplete Information on Both Sides. SIAM J. Control. Optim. 55(2): 693-723 (2017)

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