• xmlui.mirage2.page-structure.header.title
    • français
    • English
  • Help
  • Login
  • Language 
    • Français
    • English
View Item 
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.

Browse

BIRDResearch centres & CollectionsBy Issue DateAuthorsTitlesTypeThis CollectionBy Issue DateAuthorsTitlesType

My Account

LoginRegister

Statistics

Most Popular ItemsStatistics by CountryMost Popular Authors
Thumbnail - Request a copy

Pathwise strategies for stochastic differential games with an erratum to ''Stochastic Differential Games with Asymmetric Information''

Rainer, Catherine; Cardaliaguet, Pierre (2013), Pathwise strategies for stochastic differential games with an erratum to ''Stochastic Differential Games with Asymmetric Information'', Applied Mathematics and Optimization, 68, 1, p. 75-84. http://dx.doi.org/10.1007/s00245-013-9198-0

Type
Article accepté pour publication ou publié
Date
2013
Journal name
Applied Mathematics and Optimization
Volume
68
Number
1
Publisher
Springer
Pages
75-84
Publication identifier
http://dx.doi.org/10.1007/s00245-013-9198-0
Metadata
Show full item record
Author(s)
Rainer, Catherine
Cardaliaguet, Pierre
Abstract (EN)
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-Rainer 2009].
Subjects / Keywords
strategies; stochastic differential games

Related items

Showing items related by title and author.

  • Thumbnail
    Stochastic Differential Games with Asymmetric Information 
    Cardaliaguet, Pierre; Rainer, Catherine (2009) Article accepté pour publication ou publié
  • Thumbnail
    Games with incomplete information in continuous time and for continuous types 
    Cardaliaguet, Pierre; Rainer, Catherine (2012) Article accepté pour publication ou publié
  • Thumbnail
    Representations Formulas for Some Differential Games with Asymmetric Information 
    Cardaliaguet, Pierre (2008) Article accepté pour publication ou publié
  • Thumbnail
    An example of multiple mean field limits in ergodic differential games 
    Cardaliaguet, Pierre; Rainer, Catherine (2020) Article accepté pour publication ou publié
  • Thumbnail
    On a Continuous-Time Game with Incomplete Information 
    Cardaliaguet, Pierre; Rainer, Catherine (2009) Article accepté pour publication ou publié
Dauphine PSL Bibliothèque logo
Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16
Phone: 01 44 05 40 94
Contact
Dauphine PSL logoEQUIS logoCreative Commons logo