CONTROL OF MARKOV PROCESSES AND W-SPACES

DOI10.1070/IM1971V005N01ABEH001040MaRDI QIDQ5183357zbMATH OpenFDO

Authors N. V. Krylov

Publication date 1972

Published in Mathematics of the USSR-Izvestiya (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1070/IM1971V005N01ABEH001040

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60) Optimal stochastic control (93E20)

Cited in

(14)

• Non zero-sum stopping games of symmetric Markov processes
• Neveu's martingale conditions and closedness in Dynkin stopping problem with a finite constraint
• Stochastic games and variational inequalities
• Dynkin game under \(g\)-expectation in continuous time
• Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski
• Optimal stopping games in models with various information flows
• Problemes de temps d’arret optimal et inequations variationnelles paraboliques
• Approximation of value function of differential game with minimal cost
• Zero-sum Markov games with impulse controls
• Zero-sum Markov games with stopping and impulsive strategies
• A Dynkin game with independent processes and private information
• Discounted optimal stopping zero-sum games in diffusion type models with maxima and minima
• Discounted nonzero-sum optimal stopping games under Poisson random intervention times
• Optimal stopping zero-sum games in continuous hidden Markov models

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