Stochastic representation for solutions of Isaacs' type integral-partial differential equations (Q645592): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(4 intermediate revisions by 4 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.spa.2011.07.011 / rank
Normal rank
 
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.spa.2011.07.011 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2005040225 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations and integral-partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Second-order elliptic integro-differential equations: viscosity solutions' theory revisited / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers / rank
 
Normal rank
Property / cites work
 
Property / cites work: User’s guide to viscosity solutions of second order partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3396313 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4205251 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Zero-sum stochastic differential games and backward equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4357505 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Switching Games of Stochastic Differential Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4368791 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk minimizing portfolios and HJBI equations for stochastic differential games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adapted solution of a backward stochastic differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Generalized dynamic programming principle and hamilton-jacobi-bellman equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.SPA.2011.07.011 / rank
 
Normal rank

Latest revision as of 23:39, 9 December 2024

scientific article
Language Label Description Also known as
English
Stochastic representation for solutions of Isaacs' type integral-partial differential equations
scientific article

    Statements

    Stochastic representation for solutions of Isaacs' type integral-partial differential equations (English)
    0 references
    0 references
    0 references
    0 references
    10 November 2011
    0 references
    stochastic differential games
    0 references
    Poisson random measure
    0 references
    value function
    0 references
    backward stochastic differential equations
    0 references
    dynamic programming principle
    0 references
    integral
    0 references
    partial differential operators
    0 references
    viscosity solution
    0 references

    Identifiers