Probabilistic solutions of the Dirichlet problem for Isaacs equation

MaRDI QIDQ5428490zbMATH OpenFDO

Authors Jay Kovats

Publication date 22 November 2007

zbMATH Keywords

Dirichlet problemIsaacs equationprobabilistic solution

Mathematics Subject Classification ID

Nonlinear elliptic equations (35J60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Differential games and control (49N70) Stochastic games, stochastic differential games (91A15) Differential games (aspects of game theory) (91A23)

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Cited in

(1)

• Value functions and the Dirichlet problem for Isaacs equation in a smooth domain

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