Approximating the value functions for stochastic differential games with the ones having bounded second derivatives
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Publication:468739
DOI10.1016/j.spa.2014.09.002zbMath1302.49053arXiv1404.2974OpenAlexW2017377391MaRDI QIDQ468739
Publication date: 7 November 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1404.2974
Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Viscosity solutions to PDEs (35D40)
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Cites Work
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