Kumar, K. S. ; Ghosh, M. K. (1997) Zero-sum stochastic differential games with reflecting diffusions Computational and Applied Mathematics, 16 (3). pp. 237-246. ISSN 0101-8205
Full text not available from this repository.
Official URL: http://www.scielo.br/scielo.php?script=sci_issues&...
Abstract
We study zero-sum stochastic differential games in a bounded domain with reflecting boundary condition. We consider two payoff criteria: discounted and average. We establish optimal strategies for both players and characterize these strategies.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to SciELO. |
| ID Code: | 77012 |
| Deposited On: | 09 Jan 2012 09:46 |
| Last Modified: | 09 Jan 2012 09:46 |
Repository Staff Only: item control page
