Stochastic games and variational inequalities
From MaRDI portal
Publication:1845532
DOI10.1007/BF00263039zbMath0285.90089MaRDI QIDQ1845532
Publication date: 1973
Published in: Archive for Rational Mechanics and Analysis (Search for Journal in Brave)
Optimality conditions for problems involving partial differential equations (49K20) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Stochastic games, stochastic differential games (91A15) Markov processes (60J99)
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