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Publication:3787248
zbMath0644.60086MaRDI QIDQ3787248
Publication date: 1988
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic differential gameslarge deviations theoryoptimal stochastic controlapproximation procedurescontrolled Markov processesviscosity solutions of nonlinear evolution equations
Nonlinear parabolic equations (35K55) Optimal stochastic control (93E20) Large deviations (60F10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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