Stochastic Differential Games: A Sampling Approach via FBSDEs

Ioannis Exarchos, Evangelos Theodorou, Panagiotis Tsiotras. Stochastic Differential Games: A Sampling Approach via FBSDEs. Dynamic Games and Applications, 9(2):486-505, 2019. [doi]

Authors

Ioannis Exarchos

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Evangelos Theodorou

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Panagiotis Tsiotras

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