Zero-Sum Stochastic Differential Games Without the Isaacs Condition: Random Rules of Priority and Intermediate Hamiltonians
暂无分享,去创建一个
[1] Mihai Sîrbu,et al. Stochastic Perron's Method for Hamilton-Jacobi-Bellman Equations , 2012, SIAM J. Control. Optim..
[2] Erhan Bayraktar,et al. Stochastic Perron’s method and verification without smoothness using viscosity comparison: Obstacle problems and Dynkin games , 2011 .
[3] Differential Games of inf-sup Type and Isaacs Equations , 2005 .
[4] G. Barles,et al. Discontinuous solutions of deterministic optimal stopping time problems , 1987 .
[5] A. I. Subbotin,et al. Game-Theoretical Control Problems , 1987 .
[6] D. W. Stroock,et al. Multidimensional Diffusion Processes , 1979 .
[7] S Mihai,et al. STOCHASTIC PERRON'S METHOD AND ELEMENTARY STRATEGIES FOR ZERO-SUM DIFFERENTIAL GAMES ∗ , 2014 .
[8] P. Varaiya,et al. Differential Games , 1994 .
[9] Mihai Sîrbu. Asymptotic Perron's Method and Simple Markov Strategies in Stochastic Games and Control , 2015, SIAM J. Control. Optim..
[10] M. Nisio,et al. Stochastic differential games and viscosity solutions of Isaacs equations , 1988, Nagoya Mathematical Journal.
[11] Erhan Bayraktar,et al. Stochastic Perron's method and verification without smoothness using viscosity comparison: The linear case , 2012 .
[12] R. Elliott. The Existence of Value in Stochastic Differential Games , 1976 .
[13] G. Barles,et al. Convergence of approximation schemes for fully nonlinear second order equations , 1991 .
[14] P. Lions,et al. User’s guide to viscosity solutions of second order partial differential equations , 1992, math/9207212.