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VALUE IN MIXED STRATEGIES FOR ZERO-SUM STOCHASTIC DIFFERENTIAL GAMES WITHOUT ISAACS CONDITION
Buckdahn, Rainer; Li, Juan; Quincampoix, Marc
刊名ANNALS OF PROBABILITY
2014
卷号42期号:4页码:1724-1768
关键词2-person zero-sum stochastic differential game Isaacs condition viscosity solution value function backward stochastic differential equations dynamic programming principle randomized controls
DOI10.1214/13-AOP849
URL标识查看原文
内容类型期刊论文
URI标识http://www.corc.org.cn/handle/1471x/4797557
专题山东大学
作者单位1.Univ Bretagne Occidentale, Math Lab, CNRS UMR 6205, F-29285 Brest, France.
2.Shandong Univ, Sch Math
推荐引用方式
GB/T 7714
Buckdahn, Rainer,Li, Juan,Quincampoix, Marc. VALUE IN MIXED STRATEGIES FOR ZERO-SUM STOCHASTIC DIFFERENTIAL GAMES WITHOUT ISAACS CONDITION[J]. ANNALS OF PROBABILITY,2014,42(4):1724-1768.
APA Buckdahn, Rainer,Li, Juan,&Quincampoix, Marc.(2014).VALUE IN MIXED STRATEGIES FOR ZERO-SUM STOCHASTIC DIFFERENTIAL GAMES WITHOUT ISAACS CONDITION.ANNALS OF PROBABILITY,42(4),1724-1768.
MLA Buckdahn, Rainer,et al."VALUE IN MIXED STRATEGIES FOR ZERO-SUM STOCHASTIC DIFFERENTIAL GAMES WITHOUT ISAACS CONDITION".ANNALS OF PROBABILITY 42.4(2014):1724-1768.
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