Nonlinear variational inequalities and differential games with stopping times
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Publication:1214351
DOI10.1016/0022-1236(74)90076-7zbMath0297.90120OpenAlexW2041324349MaRDI QIDQ1214351
Avner Friedman, Alain Bensoussan
Publication date: 1974
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-1236(74)90076-7
Optimality conditions for problems involving partial differential equations (49K20) Differential games (aspects of game theory) (91A23) Probabilistic games; gambling (91A60) Hamilton-Jacobi theories (49L99)
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Cites Work
- Regularity theorems for variational inequalities in unbounded domains and applications to stopping time problems
- Stochastic games and variational inequalities
- The Cauchy problem for a nonlinear first order partial differential equation
- Stochastic differential games
- Upper values of differential games
- Correction to my paper Upper and lower values of differential games
- A priori estimates for second-order parabolic equations
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