Zero-Sum Stochastic Differential Games Without the Isaacs Condition: Random Rules of Priority and Intermediate Hamiltonians
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Publication:4568055
DOI10.1137/17M1128976zbMath1391.91028arXiv1609.09173WikidataQ114074322 ScholiaQ114074322MaRDI QIDQ4568055
Daniel Hernández-Hernández, Mihai Sîrbu
Publication date: 15 June 2018
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.09173
2-person games (91A05) Stochastic games, stochastic differential games (91A15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
Related Items (2)
Robust utility maximization under model uncertainty via a penalization approach ⋮ Zero-sum stochastic games with random rules of priority, discrete linear-quadratic model
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