Another approach to the existence of value functions of stochastic differential games

DOI10.1006/JMAA.1996.0474zbMath0870.90107OpenAlexW2106203939MaRDI QIDQ1353628

Andrzej Świȩch

Publication date: 29 April 1997

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/ae7cc708be803bdfedf6e17faec0b92f9391995f

zbMATH Keywords

Bellman-Isaacs equationsoptimality inequalitiestwo-player, zero-sum stochastic differential gamesviscosity sub- and supersolutions

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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