Representation of limit values for nonexpansive stochastic differential games
DOI10.1016/J.JDE.2020.12.009zbMATH Open1477.60084OpenAlexW3114587029MaRDI QIDQ2219043FDOQ2219043
Authors: Juan Li, Nana Zhao, Rainer Buckdahn 
Publication date: 19 January 2021
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jde.2020.12.009
Recommendations
- Representation of asymptotic values for nonexpansive stochastic control systems
- Vanishing Discount Limit and Nonexpansive Optimal Control and Differential Games
- Representation formulas for limit values of long run stochastic optimal controls
- Ergodic Problems in Differential Games
- Publication:4205251
stochastic differential gameslimit valuestochastic nonexpansivity conditionradial monotonicity of Hamiltonians
Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Cites Work
- Ergodic problem for the Hamilton-Jacobi-Bellman equation. II
- On the existence of a limit value in some nonexpansive optimal control problems
- Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations
- User’s guide to viscosity solutions of second order partial differential equations
- Title not available (Why is that?)
- Existence of asymptotic values for nonexpansive stochastic control systems
- Title not available (Why is that?)
- Title not available (Why is that?)
- The value function of singularly perturbed control systems
- On ergodic stochastic control
- Ergodic BSDEs under weak dissipative assumptions
- On representation formulas for long run averaging optimal control problem
- Vanishing Discount Limit and Nonexpansive Optimal Control and Differential Games
- Representation formulas for limit values of long run stochastic optimal controls
Cited In (4)
- Nash equilibrium and bang-bang property for the non-zero-sum differential game of multi-player uncertain systems with Hurwicz criterion
- Optimal control and zero-sum differential game for Hurwicz model considering singular systems with multifactor and uncertainty
- Saddle-point equilibrium for Hurwicz model considering zero-sum differential game of uncertain dynamical systems with jump
- Representation of asymptotic values for nonexpansive stochastic control systems
This page was built for publication: Representation of limit values for nonexpansive stochastic differential games
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2219043)
