Stochastic Perron for stochastic target games (Q292921)
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scientific article; zbMATH DE number 6590331
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Perron for stochastic target games |
scientific article; zbMATH DE number 6590331 |
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Stochastic Perron for stochastic target games (English)
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9 June 2016
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stochastic target problem
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stochastic Perron method
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viscosity solutions
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geometric dynamic programming principle
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