Two-player zero-sum stochastic differential games with regime switching and corresponding Hamilton-Jacobi-Bellman-Isaacs' equations (Q6599738)
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scientific article; zbMATH DE number 7908359
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-player zero-sum stochastic differential games with regime switching and corresponding Hamilton-Jacobi-Bellman-Isaacs' equations |
scientific article; zbMATH DE number 7908359 |
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Two-player zero-sum stochastic differential games with regime switching and corresponding Hamilton-Jacobi-Bellman-Isaacs' equations (English)
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6 September 2024
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stochastic differential games
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Markov chains
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dynamic programming principle
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HJBI equations
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