On Martingale Problems with Continuous-Time Mixing and Values of Zero-Sum Games without the Isaacs Condition

DOI10.1137/130929977zbMath1307.91020arXiv1307.4686OpenAlexW2055905453MaRDI QIDQ5173265

Mihai Sîrbu

Publication date: 9 February 2015

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.4686

zbMATH Keywords

martingale problemgame valuecontinuous-time mixinggeneralized strategies

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games and control (49N70) 2-person games (91A05) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15) Martingales and classical analysis (60G46)

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