Two Person Zero-Sum Game in Weak Formulation and Path Dependent Bellman-Isaacs Equation

Triet Pham, Jianfeng Zhang. Two Person Zero-Sum Game in Weak Formulation and Path Dependent Bellman-Isaacs Equation. SIAM J. Control and Optimization, 52(4):2090-2121, 2014. [doi]

Authors

Triet Pham

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Jianfeng Zhang

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