Stochastic Differential Games Involving Impulse Controls and Double-Obstacle Quasi-variational Inequalities (Q2848577)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Differential Games Involving Impulse Controls and Double-Obstacle Quasi-variational Inequalities |
scientific article |
Statements
Stochastic Differential Games Involving Impulse Controls and Double-Obstacle Quasi-variational Inequalities (English)
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26 September 2013
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stochastic differential game
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impulse control
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quasi-variational inequality
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viscosity solution
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double-obstacle quasi-variational inequalities
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Hamilton-Jacobi-Bellman-Isaacs (HJBI) equation
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dynamic programming principle
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