Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers (Q839520)
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| English | Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers |
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Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers (English)
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2 September 2009
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stochastic differential games
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zero-sum games
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value function
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reflected backward stochastic differential equations
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dynamic programming principle
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Isaacs equations with obstacles
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viscosity solution
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0.9008100032806396
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0.8661746978759766
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0.8376792073249817
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