ON THE EXISTENCE OF VALUE-FUNCTIONS OF 2-PLAYER, ZERO-SUM STOCHASTIC DIFFERENTIAL-GAMES

被引:278
作者
FLEMING, WH
SOUGANIDIS, PE
机构
关键词
D O I
10.1512/iumj.1989.38.38015
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
引用
收藏
页码:293 / 314
页数:22
相关论文
共 27 条
[1]   VISCOSITY SOLUTIONS OF ISAACS EQUATIONS AND DIFFERENTIAL-GAMES WITH LIPSCHITZ CONTROLS [J].
BARRON, EN ;
EVANS, LC ;
JENSEN, R .
JOURNAL OF DIFFERENTIAL EQUATIONS, 1984, 53 (02) :213-233
[2]   SOME PROPERTIES OF VISCOSITY SOLUTIONS OF HAMILTON-JACOBI EQUATIONS [J].
CRANDALL, MG ;
EVANS, LC ;
LIONS, PL .
TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1984, 282 (02) :487-502
[3]   VISCOSITY SOLUTIONS OF HAMILTON-JACOBI EQUATIONS [J].
CRANDALL, MG ;
LIONS, PL .
TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1983, 277 (01) :1-42
[4]  
CRANDALL MG, 1984, 1983 P INT S DIFF EQ, V92
[5]   CAUCHY PROBLEMS FOR CERTAIN ISAACS-BELLMAN EQUATIONS AND GAMES OF SURVIVAL [J].
ELLIOTT, RJ ;
KALTON, NJ .
TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1974, 198 (OCT) :45-72
[6]   BOUNDARY-VALUE PROBLEMS FOR NONLINEAR PARTIAL-DIFFERENTIAL OPERATORS [J].
ELLIOTT, RJ ;
KALTON, NJ .
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1974, 46 (01) :228-241
[7]   DIFFERENTIAL-GAMES AND REPRESENTATION FORMULAS FOR SOLUTIONS OF HAMILTON-JACOBI-ISAACS EQUATIONS [J].
EVANS, LC ;
SOUGANIDIS, PE .
INDIANA UNIVERSITY MATHEMATICS JOURNAL, 1984, 33 (05) :773-797
[8]  
FLEMING W, 1964, ANN MATH STUDIES, V52
[9]  
FLEMING WH, 1964, J MATH MECH, V13, P987
[10]  
FLEMING WH, 1988, 2 PLAYER ZERO SUM ST