Stochastic Target Games and Dynamic Programming via Regularized Viscosity Solutions (Q2800366)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Target Games and Dynamic Programming via Regularized Viscosity Solutions |
scientific article |
Statements
Stochastic Target Games and Dynamic Programming via Regularized Viscosity Solutions (English)
0 references
15 April 2016
0 references
stochastic target
0 references
stochastic differential game
0 references
Knightian uncertainty
0 references
shaking of coefficients
0 references
viscosity solution
0 references
0 references
0 references
0 references
0 references
0 references
