Another approach to the existence of value functions of stochastic differential games (Q1353628)
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scientific article; zbMATH DE number 1005606
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Another approach to the existence of value functions of stochastic differential games |
scientific article; zbMATH DE number 1005606 |
Statements
Another approach to the existence of value functions of stochastic differential games (English)
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29 April 1997
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two-player, zero-sum stochastic differential games
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optimality inequalities
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viscosity sub- and supersolutions
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Bellman-Isaacs equations
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0.94088554
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0.9386021
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0.93089294
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0.9306027
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0.92775106
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0.91972136
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0.90778255
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