Existence of Value in Stochastic Differential Games of Mixed Type (Q4648516): Difference between revisions
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scientific article; zbMATH DE number 6104649
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of Value in Stochastic Differential Games of Mixed Type |
scientific article; zbMATH DE number 6104649 |
Statements
Existence of Value in Stochastic Differential Games of Mixed Type (English)
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9 November 2012
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bilateral constraints
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stochastic differential game
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stopping time
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Hamilton-Jacobi-Isaacs variational inequalities
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viscosity solution
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