Asymptotic Perron's Method and Simple Markov Strategies in Stochastic Games and Control (Q5501201)

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scientific article; zbMATH DE number 6468877
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Asymptotic Perron's Method and Simple Markov Strategies in Stochastic Games and Control
scientific article; zbMATH DE number 6468877

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    Asymptotic Perron's Method and Simple Markov Strategies in Stochastic Games and Control (English)
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    3 August 2015
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    stochastic differential games
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    lower Isaacs equation
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    viscosity solution
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    Perron's method
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