Stochastic Control Theory by Makiko Nisio

Stochastic Control Theory by Makiko Nisio

Author:Makiko Nisio
Language: eng
Format: epub
Publisher: Springer Japan, Tokyo


[Y80]

K. Yosida, Functional Analysis, 6th edn. (Springer, Berlin/New York, 1980)CrossRefMATH

[YZ99]

J. Yong, X.Y. Zhou, Stochastic Controls, Hamiltonian Systems and HJB Equations (Springer, New York, 1999)MATH

© Springer Japan 2015

Makiko NisioStochastic Control TheoryProbability Theory and Stochastic Modelling7210.1007/978-4-431-55123-2_4

4. Stochastic Differential Games

Makiko Nisio1, 2

(1)Kobe University, Kobe, Japan

(2)Osaka Electro–Communication University, Osaka, Japan



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