Systems of Bellman equations to stochastic differential games with discount control (Q3559339)
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scientific article; zbMATH DE number 5707322
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| English | Systems of Bellman equations to stochastic differential games with discount control |
scientific article; zbMATH DE number 5707322 |
Statements
14 May 2010
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two-dimensional diagonal elliptic systems
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stochastic differential games
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Hamiltonians
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existence of a regular solution
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0.9292749166488647
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0.8714926242828369
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0.8520711064338684
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