Nash Equilibrium Payoffs for Stochastic Differential Games with two Reflecting Barriers
DOI10.1239/AAP/1435236979zbMATH Open1329.49070OpenAlexW1580658794MaRDI QIDQ5262445FDOQ5262445
Publication date: 15 July 2015
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aap/1435236979
Dynamic programming (90C39) Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Existence of optimal solutions to problems involving randomness (49J55) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic games, stochastic differential games (91A15)
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