On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains
From MaRDI portal
Publication:2447713
DOI10.1016/j.spa.2013.03.004zbMath1287.49027arXiv1205.0048OpenAlexW2060627832MaRDI QIDQ2447713
Publication date: 28 April 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1205.0048
Dynamic programming in optimal control and differential games (49L20) Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15)
Related Items
Zero-sum path-dependent stochastic differential games in weak formulation ⋮ On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains and the Isaacs equations ⋮ On regularity properties and approximations of value functions for stochastic differential games in domains ⋮ Approximating the value functions for stochastic differential games with the ones having bounded second derivatives ⋮ On the independence of the value function for stochastic differential games of the probability space
Cites Work
- On the existence of smooth solutions for fully nonlinear elliptic equations with measurable ``coefficients without convexity assumptions
- On regularity properties and approximations of value functions for stochastic differential games in domains
- Another approach to the existence of value functions of stochastic differential games
- Elliptic partial differential equations of second order
- On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains and the Isaacs equations
- Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations
- Stochastic differential games and viscosity solutions of Isaacs equations
- Value functions and the Dirichlet problem for Isaacs equation in a smooth domain
- Control of a Solution of a Stochastic Integral Equation
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains
