scientific article

zbMath0593.49024MaRDI QIDQ3723195

N. N. Subbotina, V. E. Tret'yakov, A. I. Subbotin

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Bellman equationdifferential inequalitiesvalue functionstochastic differential gamestwo-person antagonistic nonlinear differential games

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20) Differential inequalities involving functions of a single real variable (34A40) Inequalities involving derivatives and differential and integral operators (26D10) Probabilistic games; gambling (91A60) Hamilton-Jacobi theories (49L99)

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