A Weak Dynamic Programming Principle for Zero-Sum Stochastic Differential Games with Unbounded Controls (Q2848575)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Weak Dynamic Programming Principle for Zero-Sum Stochastic Differential Games with Unbounded Controls |
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A Weak Dynamic Programming Principle for Zero-Sum Stochastic Differential Games with Unbounded Controls (English)
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26 September 2013
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zero-sum stochastic differential games
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Elliott-Kalton strategies
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weak dynamic programming principle
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backward stochastic differential equations
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viscosity solutions
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fully nonlinear PDEs
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