Stochastic differential games with random coefficients and stochastic Hamilton-Jacobi-Bellman-Isaacs equations (Q6103985)
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scientific article; zbMATH DE number 7692279
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential games with random coefficients and stochastic Hamilton-Jacobi-Bellman-Isaacs equations |
scientific article; zbMATH DE number 7692279 |
Statements
Stochastic differential games with random coefficients and stochastic Hamilton-Jacobi-Bellman-Isaacs equations (English)
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5 June 2023
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backward stochastic partial differential equation
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stochastic differential game
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stochastic Hamilton-Jacobi-Bellman-Isaacs equation
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viscosity solution
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