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How to Compute the Value of a Positional Differential Game

✍ Scribed by N. Yu. Lukoyanov


Book ID
110386846
Publisher
Springer
Year
2001
Tongue
English
Weight
161 KB
Volume
37
Category
Article
ISSN
0012-2661

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Another Approach to the Existence of Val
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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