Another approach to the existence of value functions of stochastic differential games
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Publication:1353628
DOI10.1006/jmaa.1996.0474zbMath0870.90107MaRDI QIDQ1353628
Publication date: 29 April 1997
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/ae7cc708be803bdfedf6e17faec0b92f9391995f
Bellman-Isaacs equations; optimality inequalities; two-player, zero-sum stochastic differential games; viscosity sub- and supersolutions
49L20: Dynamic programming in optimal control and differential games
91A23: Differential games (aspects of game theory)
91A15: Stochastic games, stochastic differential games
49L25: Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games
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