Another approach to the existence of value functions of stochastic differential games
type: Item
instance of: scholarly article
title: Another approach to the existence of value functions of stochastic differential games
zbMATH Open document ID: 0870.90107
author: Andrzej Świȩch
published in: Journal of Mathematical Analysis and Applications
publication date: 1997-04-29T00:00:00Z
Mathematics Subject Classification ID: 91A23
Mathematics Subject Classification ID: 91A15
Mathematics Subject Classification ID: 49L20
Mathematics Subject Classification ID: 49L25
zbMATH DE Number: 1005606
zbMATH Keywords: two-player, zero-sum stochastic differential games
zbMATH Keywords: optimality inequalities
zbMATH Keywords: viscosity sub- and supersolutions
zbMATH Keywords: Bellman-Isaacs equations
MaRDI profile type: Publication
OpenAlex ID: W2106203939
DOI: 10.1006/JMAA.1996.0474
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description: scientific article; zbMATH DE number 1005606