Recursive stochastic differential games with non-Lipschitzian generators and viscosity solutions of Hamilton-Jacobi-Bellman-Isaacs equation

被引：0
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作者：
Wang, Guangchen [1 ]
Xing, Zhuangzhuang [1 ]
机构：
[1] School of Control Science and Engineering, Shandong University, Jinan,250061, China
来源：
arXiv |
关键词：
Compilation and indexing terms; Copyright 2025 Elsevier Inc;
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摘要：
Cost engineering - Differential equations - Dynamic programming - Game theory - Stochastic systems - Viscosity
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