Numerical Approximation of the Value of a Stochastic Differential Game with Asymmetric Information

Lubomír Bañas, Giorgio Ferrari, Tsiry Avisoa Randrianasolo. Numerical Approximation of the Value of a Stochastic Differential Game with Asymmetric Information. SIAM J. Control and Optimization, 59(2):1109-1135, 2021. [doi]

Authors

Lubomír Bañas

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Giorgio Ferrari

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Tsiry Avisoa Randrianasolo

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