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Optimal control for n-person differential stochastic inclusions

 

作者: Bui An Ton,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1999）
卷期: Volume 17, issue 6  

页码: 911-935

 

ISSN:0736-2994

 

年代: 1999

 

DOI:10.1080/07362999908809643

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

The existence of an open loop equilibrium for a general class of nonlinear stochastic inclusions is established . Applications to mathematical finance are given

 

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