Differential games for stochastic partial differential equations
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Publication:4271310
DOI10.1017/S0027763000004554zbMath0787.60071MaRDI QIDQ4271310
Wendell H. Fleming, Makiko Nisio
Publication date: 1 December 1993
Published in: Nagoya Mathematical Journal (Search for Journal in Brave)
stochastic partial differential equationsuniqueness problemprinciple of dynamic programmingzero-sum two players finite horizon games
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probabilistic games; gambling (91A60)
Related Items (5)
Path-dependent Hamilton-Jacobi equations in infinite dimensions ⋮ Value functions and the Dirichlet problem for Isaacs equation in a smooth domain ⋮ On the second order derivatives of solutions of a special Isaacs equation ⋮ Regularity properties for a class of non-uniformly elliptic Isaacs operators ⋮ On total risk aversion and differential games for controlled parabolic equations
Cites Work
- Unnamed Item
- Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions
- Optimal control for stochastic partial differential equations and viscosity solutions of Bellman equations
- User’s guide to viscosity solutions of second order partial differential equations
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