On total risk aversion and differential games for controlled parabolic equations

DOI10.3792/pjaa.69.119zbMath0796.60069OpenAlexW2059827888MaRDI QIDQ1320649

Makiko Nisio

Publication date: 20 September 1994

Published in: Proceedings of the Japan Academy. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3792/pjaa.69.119

zbMATH Keywords

differential gamesparabolic equationstheory of risk for controlled finite-dimensional state systems

Mathematics Subject Classification ID

Other game-theoretic models (91A40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items

Path-dependent Hamilton-Jacobi equations in infinite dimensions

Cites Work

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• Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. V: Unbounded linear terms and \(B\)-continuous solutions
• Total risk aversion, stochastic optimal control, and differential games
• User’s guide to viscosity solutions of second order partial differential equations
• Differential games for stochastic partial differential equations

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