Stochastic differential games and viscosity solutions of Isaacs equations

DOI10.1017/S0027763000002932zbMath0850.93741OpenAlexW1497318832MaRDI QIDQ4711492

Makiko Nisio

Publication date: 25 June 1992

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0027763000002932

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Probabilistic games; gambling (91A60)

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Cites Work

• A uniqueness result for the semigroup associated with the Hamilton- Jacobi-Bellman operator
• The Cauchy problem for a nonlinear first order partial differential equation
• Stochastic differential games
• Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
• BOUNDEDLY NONHOMOGENEOUS ELLIPTIC AND PARABOLIC EQUATIONS
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