Another approach to the existence of value functions of stochastic differential games (Q1353628): Difference between revisions
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Revision as of 04:02, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Another approach to the existence of value functions of stochastic differential games |
scientific article |
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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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