Stochastic target games and dynamic programming via regularized viscosity solutions (Q2800366)
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scientific article; zbMATH DE number 6569358
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic target games and dynamic programming via regularized viscosity solutions |
scientific article; zbMATH DE number 6569358 |
Statements
15 April 2016
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stochastic target
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stochastic differential game
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Knightian uncertainty
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shaking of coefficients
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viscosity solution
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Stochastic target games and dynamic programming via regularized viscosity solutions (English)
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