On value function of stochastic differential games in infinite dimensions and its application to sensitive control
From MaRDI portal
Publication:1976587
zbMath1153.91351MaRDI QIDQ1976587
Publication date: 1999
Published in: Osaka Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ojm/1200788574
Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
Related Items (4)
Risk-sensitive control and differential games in infinite dimensions ⋮ Path-dependent Hamilton-Jacobi equations in infinite dimensions ⋮ Unnamed Item ⋮ A dynamic theory of spatial externalities
This page was built for publication: On value function of stochastic differential games in infinite dimensions and its application to sensitive control