Two-player zero-sum stochastic differential games with regime switching (Q2174009): Difference between revisions

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Property / DOI: 10.1016/j.automatica.2020.108819 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.automatica.2020.108819 / rank
 
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Property / OpenAlex ID: W2999745644 / rank
 
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Latest revision as of 08:45, 17 December 2024

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Two-player zero-sum stochastic differential games with regime switching
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    Two-player zero-sum stochastic differential games with regime switching (English)
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    17 April 2020
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    stochastic differential games
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    Markov chains
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    dynamic programming principle
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    HJBI equations
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    viscosity solutions
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