Gensbittel, Fabien (2013) Covariance control problems of martingales arising from game theory. SIAM J. Control and Optimization, 51 (2). pp. 1152-185.
(2013)
Covariance control problems of martingales arising from game theory.
SIAM J. Control and Optimization, 51 (2).
pp. 1152-185.