Two-player zero-sum stochastic differential games with random horizon
From MaRDI portal
Publication:5203980
Recommendations
- On zero-sum stochastic differential games with jump-diffusion driven state: a viscosity solution framework
- Two-player zero-sum stochastic differential games with regime switching
- Zero-sum stochastic differential game in finite horizon involving impulse controls
- Stochastic differential switching game in infinite horizon
- Stochastic zero-sum differential games and backward stochastic differential equations
Cites work
- scientific article; zbMATH DE number 3128747 (Why is no real title available?)
- scientific article; zbMATH DE number 5604590 (Why is no real title available?)
- scientific article; zbMATH DE number 192908 (Why is no real title available?)
- scientific article; zbMATH DE number 4125214 (Why is no real title available?)
- scientific article; zbMATH DE number 2183050 (Why is no real title available?)
- scientific article; zbMATH DE number 3204219 (Why is no real title available?)
- scientific article; zbMATH DE number 3233412 (Why is no real title available?)
- scientific article; zbMATH DE number 3365084 (Why is no real title available?)
- A representation formula and regularizing properties for viscosity solutions of second-order fully nonlinear degenerate parabolic equations
- A weak dynamic programming principle for zero-sum stochastic differential games with unbounded controls
- Approximation schemes for viscosity solutions of Hamilton-Jacobi equations
- Cooperative differential games with stochastic time
- Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients
- Household consumption, investment and life insurance
- Max-min representations and product formulas for the viscosity solutions of Hamilton-Jacobi equations with applications to differential games
- Non-constant discounting and differential games with random time horizon
- Nonzero Sum Stochastic Differential Games with Discounted Payoff Criterion: An Approximating Markov Chain Approach
- On uniqueness and existence of viscosity solutions of fully nonlinear second-order elliptic PDE's
- On zero-sum stochastic differential games with jump-diffusion driven state: a viscosity solution framework
- Optimal investment and consumption decision of a family with life insurance
- Optimal investment decisions when time-horizon is uncertain
- Optimal investment-consumption-insurance with random parameters
- Optimal life insurance purchase, consumption and investment on a financial market with multi-dimensional diffusive terms
- Optimal life-insurance selection and purchase within a market of several life-insurance providers
- Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations
- Stochastic Perron's method and elementary strategies for zero-sum differential games
- Stochastic Perron's method and verification without smoothness using viscosity comparison: obstacle problems and Dynkin games
- Stochastic Perron's method and verification without smoothness using viscosity comparison: the linear case
- Stochastic Perron's method for Hamilton-Jacobi-Bellman equations
- Stochastic differential equations and applications.
- Stochastic differential games
- Stochastic differential games and viscosity solutions of Isaacs equations
- Stochastic differential games with asymmetric information
- Switching Games of Stochastic Differential Systems
- The existence of value in differential games
- Two person zero-sum game in weak formulation and path dependent Bellman-Isaacs equation
- User’s guide to viscosity solutions of second order partial differential equations
- Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition
- Viscosity Solutions of Hamilton-Jacobi Equations
- Viscosity solutions of fully nonlinear second-order elliptic partial differential equations
Cited in
(6)- Uncertain stochastic hybrid zero-sum games based on forward uncertain difference equations and backward stochastic difference equations
- Existence of value in stochastic differential games of mixed type
- A linear-quadratic mean-field stochastic Stackelberg differential game with random exit time
- A weak dynamic programming principle for zero-sum stochastic differential games with unbounded controls
- Differential inequality approach for deterministic approximation in two person zero-sum stochastic differential games
- On zero-sum stochastic differential games with jump-diffusion driven state: a viscosity solution framework
This page was built for publication: Two-player zero-sum stochastic differential games with random horizon
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5203980)
