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

被引：0

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：

D O I：

暂无

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学科分类号：

摘要：

Cost engineering - Differential equations - Dynamic programming - Game theory - Stochastic systems - Viscosity

引用

共 50 条

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