Existence of Value in Stochastic Differential Games of Mixed Type (Q4648516): Difference between revisions

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Latest revision as of 21:19, 5 July 2024

scientific article; zbMATH DE number 6104649
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English
Existence of Value in Stochastic Differential Games of Mixed Type
scientific article; zbMATH DE number 6104649

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    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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