Stochastic Perron's Method and Elementary Strategies for Zero-Sum Differential Games
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Publication:3192138
DOI10.1137/130929965zbMath1409.91029arXiv1305.5083OpenAlexW2142044708MaRDI QIDQ3192138
Publication date: 26 September 2014
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1305.5083
2-person games (91A05) 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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