The Hamilton-Jacobi-Bellman equation for a class of differential games with random duration

zbMATH Open1181.49036MaRDI QIDQ3404342FDOQ3404342

Authors: Ekaterina Shevkoplyas 

Publication date: 8 February 2010

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zbMATH Keywords

differential gamesHamilton-Jacobi-Bellman equationrandom durationnon-renewable resource extraction

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

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