The Existence of Game Value for Path-dependent Stochastic Differential Game
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Publication:5348479
DOI10.1137/15M1015042zbMath1372.49035MaRDI QIDQ5348479
Publication date: 18 August 2017
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamic programming in optimal control and differential games (49L20) Differential games and control (49N70) Stochastic games, stochastic differential games (91A15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
Related Items
Zero-sum path-dependent stochastic differential games in weak formulation, Stochastic differential games with random coefficients and stochastic Hamilton-Jacobi-Bellman-Isaacs equations
Cites Work
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