Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations (Q3614801)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations |
scientific article |
Statements
Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations (English)
0 references
10 March 2009
0 references
stochastic differential games
0 references
value function
0 references
backward stochastic differential equations
0 references
dynamic programming principle
0 references
viscosity solution
0 references
0.8944641351699829
0 references
0.8909067511558533
0 references
0.8785248398780823
0 references
0.8764089345932007
0 references
