Jinbiao Wu, Zaiming Liu. Maximum principle for mean-field zero-sum stochastic differential game with partial information and its application to finance. Eur. J. Control, 37:8-15, 2017. [doi]
@article{WuL17-17,
title = {Maximum principle for mean-field zero-sum stochastic differential game with partial information and its application to finance},
author = {Jinbiao Wu and Zaiming Liu},
year = {2017},
doi = {10.1016/j.ejcon.2017.04.006},
url = {https://doi.org/10.1016/j.ejcon.2017.04.006},
researchr = {https://researchr.org/publication/WuL17-17},
cites = {0},
citedby = {0},
journal = {Eur. J. Control},
volume = {37},
pages = {8-15},
}