Stochastic representation for solutions of a system of coupled HJB-Isaacs equations with integral-differential operators (Q6658921)
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scientific article; zbMATH DE number 7963480
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic representation for solutions of a system of coupled HJB-Isaacs equations with integral-differential operators |
scientific article; zbMATH DE number 7963480 |
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Stochastic representation for solutions of a system of coupled HJB-Isaacs equations with integral-differential operators (English)
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8 January 2025
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Hamilton-Jacobi-Bellman-Isaacs equations
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backward stochastic differential equation
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stochastic differential games
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