Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition (Q400582)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition |
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Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition (English)
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22 August 2014
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2-person zero-sum stochastic differential game
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Isaacs condition
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viscosity solution
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value function
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backward stochastic differential equations
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dynamic programming principle
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randomized controls
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