Systems of Bellman equations to stochastic differential games with non-compact coupling (Q977946)
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scientific article; zbMATH DE number 5725439
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Systems of Bellman equations to stochastic differential games with non-compact coupling |
scientific article; zbMATH DE number 5725439 |
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Systems of Bellman equations to stochastic differential games with non-compact coupling (English)
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23 June 2010
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Bellman equation
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nonlinear elliptic and parabolic equations
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stochastic differential games
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Hamiltonians
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