Value in mixed strategies for zero sum stochastic differential games without Isaacs condition
Publisher:
Year
: 2014DOI: 10.1214/13-AOP849
Keyword(s): 2,Isaacs condition,viscosity solution,value function,backward stochastic differential equations,dynamic programming principle,randomized controls
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Value in mixed strategies for zero sum stochastic differential games without Isaacs condition
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| contributor author | Buckdahn, Rainer - Li, Juan - Quincampoix, Marc | |
| date accessioned | 2020-03-11T15:29:53Z | |
| date available | 2020-03-11T15:29:53Z | |
| date issued | 2014 | |
| identifier issn | 0091-1798 | |
| identifier other | 10.1214-13-AOP849.pdf | |
| identifier uri | http://libsearch.um.ac.ir:80/fum/handle/fum/576313?locale-attribute=en | |
| format | general | |
| language | English | |
| publisher | The Institute of Mathematical Statistics | |
| title | Value in mixed strategies for zero sum stochastic differential games without Isaacs condition | |
| type | Journal Paper | |
| contenttype | Metadata Only | |
| identifier padid | 4427842 | |
| subject keywords | 2 | |
| subject keywords | Isaacs condition | |
| subject keywords | viscosity solution | |
| subject keywords | value function | |
| subject keywords | backward stochastic differential equations | |
| subject keywords | dynamic programming principle | |
| subject keywords | randomized controls | |
| identifier doi | 10.1214/13-AOP849 | |
| journal title | The Annals of Probability | |
| journal volume | 42 | |
| journal issue | 4 | |
| filesize | 398754 | |
| citations | 0 |