Mixed Zero-Sum Stochastic Differential Game and Doubly Reflected BSDEs with a Specific Generator.

Brahim El Asri Nacer Ourkiya

Published in: Dyn. Games Appl. (2024)

Keyphrases

game theory
stochastic games
nash equilibrium
nash equilibria
multiscale
monte carlo
optimal strategy
repeated games
boolean games
stochastic process