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]
@article{BanasFR21,
title = {Numerical Approximation of the Value of a Stochastic Differential Game with Asymmetric Information},
author = {Lubomír Bañas and Giorgio Ferrari and Tsiry Avisoa Randrianasolo},
year = {2021},
doi = {10.1137/19M1309997},
url = {https://doi.org/10.1137/19M1309997},
researchr = {https://researchr.org/publication/BanasFR21},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {59},
number = {2},
pages = {1109-1135},
}