On regularity properties and approximations of value functions for stochastic differential games in domains
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Publication:465472
DOI10.1214/13-AOP848zbMath1336.91020arXiv1207.3758MaRDI QIDQ465472
Publication date: 31 October 2014
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1207.3758
Differential games and control (49N70) 2-person games (91A05) Differential games (aspects of game theory) (91A23) Nonlinear elliptic equations (35J60) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15)
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On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains and the Isaacs equations, On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains, Approximating the value functions for stochastic differential games with the ones having bounded second derivatives, On the second order derivatives of solutions of a special Isaacs equation, On the independence of the value function for stochastic differential games of the probability space
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