Probabilistic interpretation of a system of coupled Hamilton-Jacobi-Bellman-Isaacs equations (Q4999594)
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scientific article; zbMATH DE number 7369308
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probabilistic interpretation of a system of coupled Hamilton-Jacobi-Bellman-Isaacs equations |
scientific article; zbMATH DE number 7369308 |
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Probabilistic interpretation of a system of coupled Hamilton-Jacobi-Bellman-Isaacs equations (English)
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7 July 2021
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strong dynamic programming principle
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coupled FBSDEs with jumps
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stochastic differential games
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HJBI equations
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