Two-player zero-sum stochastic differential games with random horizon
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Publication:5203980
DOI10.1017/apr.2019.47zbMath1430.49039OpenAlexW2983173405WikidataQ126808242 ScholiaQ126808242MaRDI QIDQ5203980
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Publication date: 9 December 2019
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/apr.2019.47
Dynamic programming in optimal control and differential games (49L20) Differential games and control (49N70) Stochastic games, stochastic differential games (91A15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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