Two Person Zero-Sum Game in Weak Formulation and Path Dependent Bellman--Isaacs Equation
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Publication:2930950
DOI10.1137/120894907zbMath1308.91029arXiv1209.6605OpenAlexW1971594473MaRDI QIDQ2930950
Publication date: 21 November 2014
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1209.6605
Dynamic programming in optimal control and differential games (49L20) Differential games and control (49N70) 2-person games (91A05) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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