The Hamilton-Jacobi-Bellman equation for a class of differential games with random duration
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Publication:3404342
zbMATH Open1181.49036MaRDI QIDQ3404342FDOQ3404342
Publication date: 8 February 2010
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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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