The existence of value functions for general two-player, zero-sum stochastic differential games has been obtained by Fleming and Souganidis. In this paper we present a new approach to this problem. We prove optimality inequalities of dynamic programming for viscosity sub-and supersolutions of the as
β¦ LIBER β¦
Characterizing properties of the value function of stochastic games
β Scribed by S. H. Tijs; O. J. Vrieze
- Publisher
- Springer
- Year
- 1981
- Tongue
- English
- Weight
- 239 KB
- Volume
- 33
- Category
- Article
- ISSN
- 0022-3239
No coin nor oath required. For personal study only.
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