Pages that link to "Item:Q3614801"
From MaRDI portal
The following pages link to Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations (Q3614801):
Displayed 50 items.
- Some linear-quadratic stochastic differential games for equations in Hilbert spaces with fractional Brownian motions (Q255505) (← links)
- Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion (Q347470) (← links)
- Pathwise strategies for stochastic differential games with an erratum to ``Stochastic differential games with asymmetric information'' (Q372998) (← links)
- Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies (Q378340) (← links)
- Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition (Q400582) (← links)
- Second-order BSDEs with general reflection and game options under uncertainty (Q402477) (← links)
- Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection (Q402722) (← links)
- Probabilistic interpretation of a coupled system of Hamilton-Jacobi-Bellman equations (Q423422) (← links)
- A BSDE approach to stochastic differential games with incomplete information (Q424510) (← links)
- Stochastic verification theorem of forward-backward controlled systems for viscosity solutions (Q450796) (← links)
- A stochastic recursive optimal control problem under the G-expectation framework (Q486239) (← links)
- Some recent aspects of differential game theory (Q545655) (← links)
- Maximum principle for differential games of forward-backward stochastic systems with applications (Q640986) (← links)
- Stochastic representation for solutions of Isaacs' type integral-partial differential equations (Q645592) (← links)
- A BSDE approach to Nash equilibrium payoffs for stochastic differential games with nonlinear cost functionals (Q655329) (← links)
- Mean-field backward stochastic differential equations and related partial differential equations (Q734629) (← links)
- Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations (Q744227) (← links)
- Nash equilibrium payoffs for stochastic differential games with jumps and coupled nonlinear cost functionals (Q744970) (← links)
- Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers (Q839520) (← links)
- Leader-follower stochastic differential game with asymmetric information and applications (Q901174) (← links)
- Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation (Q1615909) (← links)
- Moral hazard under ambiguity (Q1626505) (← links)
- Uncertain saddle point equilibrium differential games with non-anticipating strategies (Q1647996) (← links)
- Controlled mean-field backward stochastic differential equations with jumps involving the value function (Q1691939) (← links)
- Some partially observed multi-agent linear exponential quadratic stochastic differential games (Q1711899) (← links)
- Representation of asymptotic values for nonexpansive stochastic control systems (Q1713473) (← links)
- Robust portfolio decisions for financial institutions (Q1714474) (← links)
- Backward stochastic differential equations coupled with value function and related optimal control problems (Q1722493) (← links)
- Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
- Martingale problem under nonlinear expectations (Q1744199) (← links)
- Retracted: ``Multidimensional viscosity solution theory of semi-linear partial differential equations'' (Q1746288) (← links)
- Itô's calculus under sublinear expectations via regularity of PDEs and rough paths (Q1747795) (← links)
- Regularity theory for the Isaacs equation through approximation methods (Q1755167) (← links)
- Stochastic differential games with reflection and related obstacle problems for Isaacs equations (Q1942154) (← links)
- Reflected quadratic BSDEs driven by \(G\)-Brownian motions (Q1997195) (← links)
- Stochastic optimization theory of backward stochastic differential equations driven by G-Brownian motion (Q2015746) (← links)
- Approximation schemes for mixed optimal stopping and control problems with nonlinear expectations and jumps (Q2041006) (← links)
- A representation theorem approach to probabilistic interpretation for viscosity solutions of Isaacs equations (Q2079550) (← links)
- Robust utility maximization under model uncertainty via a penalization approach (Q2120592) (← links)
- A regularity result for a class of non-uniformly elliptic operators (Q2136117) (← links)
- A BSDE approach to stochastic differential games involving impulse controls and HJBI equation (Q2165425) (← links)
- Two-player zero-sum stochastic differential games with regime switching (Q2174009) (← links)
- Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs (Q2183132) (← links)
- Optimal control and zero-sum stochastic differential game problems of mean-field type (Q2187335) (← links)
- Zero-sum stochastic differential game in finite horizon involving impulse controls (Q2187339) (← links)
- Dynamic programming principle and viscosity solutions of Hamilton-Jacobi-Bellman equations for stochastic recursive control problem with non-Lipschitz generator (Q2198169) (← links)
- Linear-quadratic mean field stochastic zero-sum differential games (Q2203038) (← links)
- The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) (← links)
- Representation of limit values for nonexpansive stochastic differential games (Q2219043) (← links)
- Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions (Q2228209) (← links)