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ArticleConnections between stochastic control and dynamic games

Paolo Dai Pra1996

Article1996

Connections between stochastic control and dynamic games

Paolo Dai Pra · Lorenzo Meneghini · Wolfgang J. Runggaldier

170 citations·0/0 files stored·Mathematics of Control Signals and Systems

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Stochastic processes and financial applications Game Theory and Applications Adaptive Dynamic Programming Control

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1995Risk-Sensitive Control on an Infinite Time Horizon

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Year1996

Typearticle

Published1996-12-01

VenueMathematics of Control Signals and Systems

ISSN-L0932-4194

Languageen

Citations170

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bf01211853

openalex_workW2004276046

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