On total risk aversion and differential games for controlled parabolic equations

DOI10.3792/PJAA.69.119MaRDI QIDQ1320649zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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• Differential games for stochastic partial differential equations
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• User’s guide to viscosity solutions of second order partial differential equations
• Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. V: Unbounded linear terms and \(B\)-continuous solutions

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(2)

• scientific article; zbMATH DE number 1944083 (Why is no real title available?)
• Path-dependent Hamilton-Jacobi equations in infinite dimensions

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