Existence of Value in Stochastic Differential Games of Mixed Type (Q4648516)
From MaRDI portal
scientific article; zbMATH DE number 6104649
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of Value in Stochastic Differential Games of Mixed Type |
scientific article; zbMATH DE number 6104649 |
Statements
Existence of Value in Stochastic Differential Games of Mixed Type (English)
0 references
9 November 2012
0 references
bilateral constraints
0 references
stochastic differential game
0 references
stopping time
0 references
Hamilton-Jacobi-Isaacs variational inequalities
0 references
viscosity solution
0 references
0 references
