Differential games for stochastic partial differential equations
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Publication:4271310
DOI10.1017/S0027763000004554zbMath0787.60071MaRDI QIDQ4271310
Wendell H. Fleming, Makiko Nisio
Publication date: 1 December 1993
Published in: Nagoya Mathematical Journal (Search for Journal in Brave)
stochastic partial differential equations; uniqueness problem; principle of dynamic programming; zero-sum two players finite horizon games
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
91A60: Probabilistic games; gambling
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Value functions and the Dirichlet problem for Isaacs equation in a smooth domain, On total risk aversion and differential games for controlled parabolic equations, Path-dependent Hamilton-Jacobi equations in infinite dimensions, Regularity properties for a class of non-uniformly elliptic Isaacs operators, On the second order derivatives of solutions of a special Isaacs equation
Cites Work
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- Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions
- Optimal control for stochastic partial differential equations and viscosity solutions of Bellman equations
- User’s guide to viscosity solutions of second order partial differential equations