BSDEs in games, coupled with the value functions, associated nonlocal Bellman-Isaacs equations

DOI10.1016/S0252-9602(17)30087-5zbMath1399.60094OpenAlexW2742924360MaRDI QIDQ1752105

Tao Hao, Juan Li

Publication date: 25 May 2018

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0252-9602(17)30087-5

zbMATH Keywords

viscosity solutiondynamic programming principlemean-field BSDEcoupled nonlocal HJB-Isaacs equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games (aspects of game theory) (91A23) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Robust Control Problems of BSDEs Coupled with Value Functions

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