Search results with tag "Zero sum stochastic di erential games"

On Zero-Sum Stochastic Di erential Games

Keywords: Zero-sum stochastic di erential games, Elliott-Kalton strategies, dynamic programming principle, stability under pasting, doubly re ected backward stochastic di erential equations, viscosity solutions, obstacle problem for fully non-linear PDEs, shifted …

  Games, Equations, Zero, Stochastic, Erential, Stochastic di erential equations, Zero sum stochastic di erential games