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Publication:3652515

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zbMath1194.91042MaRDI QIDQ3652515

Said Hamadène, Eduard Rotenstein

Publication date: 17 December 2009

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

HJB PDE backward stochastic differential equations with two reflecting barriers and quadratic growth

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games (aspects of game theory) (91A23) Dynamic programming (90C39) Stochastic games, stochastic differential games (91A15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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