General existence of solutions to dynamic programming equations
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Publication:2347696
DOI10.3934/cpaa.2015.14.167zbMath1326.35395arXiv1307.1860OpenAlexW2333554315MaRDI QIDQ2347696
Publication date: 5 June 2015
Published in: Communications on Pure and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.1860
Dynamic programming in optimal control and differential games (49L20) 2-person games (91A05) Stochastic games, stochastic differential games (91A15) Theoretical approximation in context of PDEs (35A35) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
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