scientific article; zbMATH DE number 1254163

zbMATH Open0918.93066MaRDI QIDQ4227199FDOQ4227199

Authors: Makiko Nisio 

Publication date: 23 February 1999

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Hamilton-Jacobi-Bellman equationviscosity solutionrisk sensitive criterionlogarithmic transformationstochastic differential gameLegendre transformationupper Isaacs equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Stochastic games, stochastic differential games (91A15) Optimal stochastic control (93E20) Transformations (93B17)

Cited In (4)

• On the existence of stochastic optimal control of distributed state system
• Path-dependent Hamilton-Jacobi equations in infinite dimensions
• Title not available (Why is that?)
• Risk-sensitive control and differential games in infinite dimensions

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