Differential games for stochastic partial differential equations

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)

zbMATH Keywords

stochastic partial differential equations; uniqueness problem; principle of dynamic programming; zero-sum two players finite horizon games

Mathematics Subject Classification ID

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

91A60: Probabilistic games; gambling

Related Items

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

• Unnamed Item
• 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