Necessary and Sufficient Optimality Conditions for Regular-Singular Stochastic Differential Games with Asymmetric Information

Yan Wang, Lei Wang, Kok Lay Teo. Necessary and Sufficient Optimality Conditions for Regular-Singular Stochastic Differential Games with Asymmetric Information. J. Optimization Theory and Applications, 179(2):501-532, 2018. [doi]

Abstract

Abstract is missing.