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Differential games for stochastic partial differential equations
Published online by Cambridge University Press: 22 January 2016
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In this paper we are concerned with zero-sum two-player finite horizon games for stochastic partial differential equations (SPDE in short). The main aim is to formulate the principle of dynamic programming for the upper (or lower) value function and investigate the relationship between upper (or lower) value function and viscocity solution of min-max (or max-min) equation on Hilbert space.
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- Copyright © Editorial Board of Nagoya Mathematical Journal 1993
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