Another approach to the existence of value functions of stochastic differential games (Q1353628): Difference between revisions

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Latest revision as of 19:53, 19 March 2024

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Another approach to the existence of value functions of stochastic differential games
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    Another approach to the existence of value functions of stochastic differential games (English)
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    29 April 1997
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    two-player, zero-sum stochastic differential games
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    optimality inequalities
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    viscosity sub- and supersolutions
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    Bellman-Isaacs equations
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