Stochastic differential games with controlled regime-switching (Q6563145)
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scientific article; zbMATH DE number 7872430
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic differential games with controlled regime-switching |
scientific article; zbMATH DE number 7872430 |
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Stochastic differential games with controlled regime-switching (English)
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27 June 2024
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stochastic differential games
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controlled regime-switching
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dynamic programming principle
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viscosity solutions
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Hamilton-Jacobi-Bellman-Isaacs equations
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0.9527173042297364
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0.9244236946105956
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0.9009931087493896
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0.8693639636039734
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