Pathwise Strategies for Stochastic Differential Games with an Erratum to 'Stochastic Differential Games with Asymmetric Information'

Journal Article · Thu Aug 01 00:00:00 EDT 2013 · Applied Mathematics and Optimization

DOI:https://doi.org/10.1007/S00245-013-9198-0· OSTI ID:22122870

Cardaliaguet, P., E-mail: [e-mail] ^[1]; Rainer, C., E-mail: [e-mail] ^[2]

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1. Universite Paris-Dauphine, Ceremade (France)
2. Universite de Bretagne Occidentale (France)

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 and Rainer (Appl. Math. Optim. 59: 1-36, 2009)

• OSTI ID: 22122870
• Journal Information: Applied Mathematics and Optimization, Vol. 68, Issue 1; Other Information: Copyright (c) 2013 Springer Science+Business Media New York; http://www.springer-ny.com; Country of input: International Atomic Energy Agency (IAEA); ISSN 0095-4616
• Country of Publication: United States
• Language: English

Related Subjects

97 MATHEMATICAL METHODS AND COMPUTING
ASYMMETRY
GAME THEORY
STOCHASTIC PROCESSES