Stochastic target games with controlled loss
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Publication:2454400
DOI10.1214/13-AAP938zbMath1290.49075arXiv1206.6325OpenAlexW3100306062MaRDI QIDQ2454400
Ludovic Moreau, Bruno Bouchard, Marcel Nutz
Publication date: 13 June 2014
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1206.6325
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) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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