scientific article; zbMATH DE number 4108548

MaRDI QIDQ3832364zbMATH OpenFDO

Authors Alain Haurie

Publication date 1989

zbMATH Keywords

Borel state and action spacesfinite jump processHamilton-Jacobi-Bellman equationmaximum principlepiecewise deterministic differential gamesrandom perturbationsrandom stopping timesequential Markov gamesstochastic differential games

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Differential games (aspects of game theory) (91A23) Probabilistic games; gambling (91A60)

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