Two-player zero-sum stochastic differential games with regime switching (Q2174009): Difference between revisions

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Revision as of 10:04, 22 July 2024

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Two-player zero-sum stochastic differential games with regime switching
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    Two-player zero-sum stochastic differential games with regime switching (English)
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    17 April 2020
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    stochastic differential games
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    Markov chains
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    dynamic programming principle
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    HJBI equations
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    viscosity solutions
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