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Existence of value and of saddle points for differential games of survival

✍ Scribed by Avner Friedman


Publisher
Elsevier Science
Year
1970
Tongue
English
Weight
673 KB
Volume
7
Category
Article
ISSN
0022-0396

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Another Approach to the Existence of Val
✍ Andrzej ŚwiΔ™ch πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 182 KB

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