Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations (Q3614801): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 13:02, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations |
scientific article |
Statements
Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations (English)
0 references
10 March 2009
0 references
stochastic differential games
0 references
value function
0 references
backward stochastic differential equations
0 references
dynamic programming principle
0 references
viscosity solution
0 references