Nonzero-Sum Stochastic Differential Games with Discontinuous Feedback
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Publication:4652579
DOI10.1137/S0363012903423715zbMath1077.91011MaRDI QIDQ4652579
Publication date: 28 February 2005
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
49N35: Optimal feedback synthesis
91A23: Differential games (aspects of game theory)
91A15: Stochastic games, stochastic differential games
35R60: PDEs with randomness, stochastic partial differential equations
47N70: Applications of operator theory in systems, signals, circuits, and control theory
49K30: Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.)
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