Pages that link to "Item:Q4205251"
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The following pages link to On the existence of value functions of two-player, zero-sum stochastic differential games (Q4205251):
Displaying 50 items.
- Zero-sum risk-sensitive stochastic differential games (Q2925338) (← links)
- A Probabilistic Representation for the Value of Zero-Sum Differential Games with Incomplete Information on Both Sides (Q2968554) (← links)
- Fundamental solutions of homogeneous fully nonlinear elliptic equations (Q3005872) (← links)
- Stochastic differential portfolio games with Duffie‐Kan interest rate (Q3019246) (← links)
- Stochastic differential games involving impulse controls (Q3170570) (← links)
- Stochastic differential games with competing Brownian particles and related Isaacs' equations (Q3176440) (← links)
- Error estimates for stochastic differential games: the adverse stopping case (Q3378211) (← links)
- Hölder regularity of Hamilton-Jacobi equations with stochastic forcing (Q3382268) (← links)
- ROBUST DYNAMIC PRICING OVER INFINITE HORIZON IN THE PRESENCE OF MODEL UNCERTAINTY (Q3406727) (← links)
- On the Rate of Convergence of Finite-Difference Approximations for Elliptic Isaacs Equations in Smooth Domains (Q3448236) (← links)
- Finite- and Infinite-Horizon Shapley Games with Nonsymmetric Partial Observation (Q3462237) (← links)
- Risk minimizing portfolios and HJBI equations for stochastic differential games (Q3518568) (← links)
- A deterministic-control-based approach to fully nonlinear parabolic and elliptic equations (Q3588801) (← links)
- Stochastic Differential Games with Multiple Modes and Applications to Portfolio Optimization (Q3592750) (← links)
- User’s guide to viscosity solutions of second order partial differential equations (Q4016740) (← links)
- Differential games for stochastic partial differential equations (Q4271310) (← links)
- Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach (Q4286665) (← links)
- A representation formula and regularizing properties for viscosity solutions of second-order fully nonlinear degenerate parabolic equations (Q4328313) (← links)
- Optimal Investment With Undiversifiable Income Risk (Q4372005) (← links)
- Solvable stochastic differential games in rank one compact symmetric spaces (Q4561192) (← links)
- Zero-Sum Stochastic Differential Games Without the Isaacs Condition: Random Rules of Priority and Intermediate Hamiltonians (Q4568055) (← links)
- Numerical analysis of strongly nonlinear PDEs (Q4594243) (← links)
- Optimal Control Under Uncertainty and Bayesian Parameters Adjustments (Q4608239) (← links)
- On the Rate of Convergence for Monotone Numerical Schemes for Nonlocal Isaacs Equations (Q4633793) (← links)
- Uncertainty aversion, robust control and asset holdings (Q4683052) (← links)
- Multigrid methods for two‐player zero‐sum stochastic games (Q4921813) (← links)
- A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models (Q4958395) (← links)
- Existence results for Isaacs equations with local conditions and related semilinear Cauchy problems (Q4963296) (← links)
- Stochastic differential games and inverse optimal control and stopper policies (Q4967682) (← links)
- Monte-Carlo methods for the pricing of American options: a semilinear BSDE point of view (Q4967878) (← links)
- Stochastic Control of Optimized Certainty Equivalents (Q5097215) (← links)
- Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications (Q5108264) (← links)
- A Finite Horizon Optimal Stochastic Impulse Control Problem with A Decision Lag (Q5147773) (← links)
- Stochastic Games (Q5149735) (← links)
- Differential Games (Q5149739) (← links)
- Stochastic Brownian Game of Absolute Dominance (Q5169736) (← links)
- Sub- and Super-optimality Principles and Construction of Almost Optimal Strategies for Differential Games in Hilbert Spaces (Q5198523) (← links)
- Two-player zero-sum stochastic differential games with random horizon (Q5203980) (← links)
- Homogenization of a class of one-dimensional nonconvex viscous Hamilton-Jacobi equations with random potential (Q5205885) (← links)
- Nash Equilibrium Payoffs for Stochastic Differential Games with two Reflecting Barriers (Q5262445) (← links)
- Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients (Q5265776) (← links)
- Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities (Q5270333) (← links)
- Value functions and the Dirichlet problem for Isaacs equation in a smooth domain (Q5322884) (← links)
- The Existence of Game Value for Path-dependent Stochastic Differential Game (Q5348479) (← links)
- Infinite horizon linear quadratic stochastic Nash differential games of Markov jump linear systems with its application (Q5410858) (← links)
- Representation formulas for solutions of Isaacs integro-PDE (Q5419197) (← links)
- NUMERICAL METHODS FOR DIFFERENTIAL GAMES BASED ON PARTIAL DIFFERENTIAL EQUATIONS (Q5483383) (← links)
- Asymptotic Perron's Method and Simple Markov Strategies in Stochastic Games and Control (Q5501201) (← links)
- An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach (Q5502184) (← links)
- Zero-sum risk-sensitive stochastic differential games with reflecting diffusions in the orthant (Q5854407) (← links)
