On value function of stochastic differential games in infinite dimensions and its application to sensitive control
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Publication:1976587
zbMath1153.91351MaRDI QIDQ1976587
Publication date: 1999
Published in: Osaka Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ojm/1200788574
Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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