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

doi:10.1007/S00245-013-9198-0

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

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Abstract

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)

Authors:

Cardaliaguet, P., E-mail: cardaliaguet@ceremade.dauphine.fr ^[1]; Rainer, C., E-mail: Catherine.Rainer@univ-brest.fr ^[2]

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

Publication Date:: Thu Aug 01 00:00:00 EDT 2013

OSTI Identifier:: 22122870

Resource Type:: Journal Article

Journal Name:: Applied Mathematics and Optimization

Additional Journal Information:: Journal Volume: 68; Journal 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); Journal ID: ISSN 0095-4616

Country of Publication:: United States

Language:: English

Subject:: 97 MATHEMATICAL METHODS AND COMPUTING; ASYMMETRY; GAME THEORY; STOCHASTIC PROCESSES

Citation Formats


                    Cardaliaguet, P., E-mail: cardaliaguet@ceremade.dauphine.fr, and Rainer, C., E-mail: Catherine.Rainer@univ-brest.fr. Pathwise Strategies for Stochastic Differential Games with an Erratum to 'Stochastic Differential Games with Asymmetric Information'.  United States: N. p., 2013. 
        Web.  doi:10.1007/S00245-013-9198-0.

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                    Cardaliaguet, P., E-mail: cardaliaguet@ceremade.dauphine.fr, & Rainer, C., E-mail: Catherine.Rainer@univ-brest.fr. Pathwise Strategies for Stochastic Differential Games with an Erratum to 'Stochastic Differential Games with Asymmetric Information'.  United States.  https://doi.org/10.1007/S00245-013-9198-0

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                    Cardaliaguet, P., E-mail: cardaliaguet@ceremade.dauphine.fr, and Rainer, C., E-mail: Catherine.Rainer@univ-brest.fr. 2013.  
        "Pathwise Strategies for Stochastic Differential Games with an Erratum to 'Stochastic Differential Games with Asymmetric Information'".  United States.  https://doi.org/10.1007/S00245-013-9198-0.

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@article{osti_22122870,

  title        = {Pathwise Strategies for Stochastic Differential Games with an Erratum to 'Stochastic Differential Games with Asymmetric Information'},

  author       = {Cardaliaguet, P., E-mail: cardaliaguet@ceremade.dauphine.fr and Rainer, C., E-mail: Catherine.Rainer@univ-brest.fr},

  abstractNote = {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)},

  doi          = {10.1007/S00245-013-9198-0},

  url          = {https://www.osti.gov/biblio/22122870},
  journal      = {Applied Mathematics and Optimization},

  issn         = {0095-4616},

  number       = 1,

  volume       = 68,

  place        = {United States},

  year         = {Thu Aug 01 00:00:00 EDT 2013},

  month        = {Thu Aug 01 00:00:00 EDT 2013}

}

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