On total risk aversion and differential games for controlled parabolic equations

DOI10.3792/PJAA.69.119zbMATH Open0796.60069OpenAlexW2059827888MaRDI QIDQ1320649FDOQ1320649

Authors: Makiko Nisio 

Publication date: 20 September 1994

Published in: Proceedings of the Japan Academy. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3792/pjaa.69.119

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zbMATH Keywords

differential gamesparabolic equationstheory of risk for controlled finite-dimensional state systems

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Other game-theoretic models (91A40)

Cites Work

• Title not available (Why is that?)
• User’s guide to viscosity solutions of second order partial differential equations
• Title not available (Why is that?)
• Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. V: Unbounded linear terms and \(B\)-continuous solutions
• Total risk aversion, stochastic optimal control, and differential games
• Differential games for stochastic partial differential equations

Cited In (2)

• Title not available (Why is that?)
• Path-dependent Hamilton-Jacobi equations in infinite dimensions

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