Uniqueness of solutions for second order Bellman-Isaacs equations with mixed boundary conditions

DOI10.3934/DCDS.2008.20.739zbMath1160.35340OpenAlexW2000249442MaRDI QIDQ946955

Caterina Sartori, Monica Motta

Publication date: 29 September 2008

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcds.2008.20.739

zbMATH Keywords

viscosity solutionsstochastic differential gamesstochastic control problems

Mathematics Subject Classification ID

Degenerate elliptic equations (35J70) Oscillation, zeros of solutions, mean value theorems, etc. in context of PDEs (35B05) Stopping times; optimal stopping problems; gambling theory (60G40) PDEs with randomness, stochastic partial differential equations (35R60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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