Existence of value in stochastic differential games of mixed type (Q4648516)
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scientific article; zbMATH DE number 6104649
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| English | Existence of value in stochastic differential games of mixed type |
scientific article; zbMATH DE number 6104649 |
Statements
Existence of Value in Stochastic Differential Games of Mixed Type (English)
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9 November 2012
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bilateral constraints
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stochastic differential game
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stopping time
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Hamilton-Jacobi-Isaacs variational inequalities
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viscosity solution
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0.8920075297355652
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0.8274429440498352
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0.804478108882904
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0.8023702502250671
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