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Differential games and BV functions

✍ Scribed by Stephen A Williams; Richard C Scalzo


Publisher
Elsevier Science
Year
1985
Tongue
English
Weight
849 KB
Volume
59
Category
Article
ISSN
0022-0396

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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