On total risk aversion and differential games for controlled parabolic equations
type: Item
instance of: scholarly article
title: On total risk aversion and differential games for controlled parabolic equations
zbMATH Open document ID: 0796.60069
published in: Proceedings of the Japan Academy. Series A
publication date: 1994-09-20T00:00:00Z
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 91A40
zbMATH DE Number: 559494
zbMATH Keywords: theory of risk for controlled finite-dimensional state systems
zbMATH Keywords: differential games
zbMATH Keywords: parabolic equations
author: Makiko Nisio
MaRDI profile type: Publication
full work available at URL: pjaa.69.119
OpenAlex ID: W2059827888
cites work: Total risk aversion, stochastic optimal control, and differential games
cites work: User’s guide to viscosity solutions of second order partial differential equations
cites work: Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. V: Unbounded linear terms and \(B\)-continuous solutions
cites work: Differential games for stochastic partial differential equations
cites work: Q3140691
cites work: Q3977387
DOI: 10.3792/PJAA.69.119
description: scientific article; zbMATH DE number 559494