Viscosity Solutions of Second-Order Equations, Stochastic Control and Stochastic Differential Games

The IMA Volumes in Mathematics and Its Applications - Stochastic Differential Systems, Stochastic Control Theory and Applications ◽

10.1007/978-1-4613-8762-6_19 ◽

1988 ◽

pp. 293-309 ◽

Author(s):

P.-L. Lions ◽

P. E. Souganidis

Keyword(s):

Differential Games ◽

Stochastic Control ◽

Viscosity Solutions ◽

Stochastic Differential Games ◽

Second Order ◽

Second Order Equations

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Viscosity solutions for fully nonlinear second order equations with applications to stochastic differential games

10.1109/cdc.1986.267218 ◽

1986 ◽

Author(s):

Robert Jensen

Keyword(s):

Differential Games ◽

Viscosity Solutions ◽

Stochastic Differential Games ◽

Second Order ◽

Fully Nonlinear ◽

Second Order Equations

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Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. III. Uniqueness of viscosity solutions for general second-order equations

Journal of Functional Analysis ◽

10.1016/0022-1236(89)90062-1 ◽

1989 ◽

Vol 86 (1) ◽

pp. 1-18 ◽

Author(s):

P.L Lions

Keyword(s):

Stochastic Control ◽

Viscosity Solutions ◽

Second Order ◽

Optimal Stochastic Control ◽

Infinite Dimensions ◽

Fully Nonlinear ◽

Second Order Equations

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Viscosity solutions of fully nonlinear second order equations and optimal stochastic control in infinite dimensions. Part II: Optimal control of Zakai's equation

Stochastic Partial Differential Equations and Applications II - Lecture Notes in Mathematics ◽

10.1007/bfb0083943 ◽

1989 ◽

pp. 147-170 ◽

Author(s):

P. L. Lions

Keyword(s):

Optimal Control ◽

Stochastic Control ◽

Viscosity Solutions ◽

Second Order ◽

Optimal Stochastic Control ◽

Infinite Dimensions ◽

Fully Nonlinear ◽

Second Order Equations

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Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. Part I: the case of bounded stochastic evolutions

Acta Mathematica ◽

10.1007/bf02392299 ◽

1988 ◽

Vol 161 (0) ◽

pp. 243-278 ◽

Author(s):

P. L. Lions

Keyword(s):

Stochastic Control ◽

Viscosity Solutions ◽

Second Order ◽

Optimal Stochastic Control ◽

Infinite Dimensions ◽

Fully Nonlinear ◽

Second Order Equations

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Backward equations, stochastic control and zero-sum stochastic differential games

Stochastics and Stochastics Reports ◽

10.1080/17442509508834006 ◽

1995 ◽

Vol 54 (3-4) ◽

pp. 221-231 ◽

Author(s):

S. Hamadene ◽

J.P. Lepeltier

Keyword(s):

Differential Games ◽

Stochastic Control ◽

Stochastic Differential Games ◽

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Forward–Backward Stochastic Differential Games and Stochastic Control under Model Uncertainty

Journal of Optimization Theory and Applications ◽

10.1007/s10957-012-0166-7 ◽

2012 ◽

Vol 161 (1) ◽

pp. 22-55 ◽

Author(s):

Bernt Øksendal ◽

Agnès Sulem

Keyword(s):

Differential Games ◽

Stochastic Control ◽

Model Uncertainty ◽

Stochastic Differential Games

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Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications

10.1137/1.9781611974249 ◽

2016 ◽

Author(s):

René Carmona

Keyword(s):

Differential Games ◽

Stochastic Control ◽

Stochastic Differential Games ◽

Financial Applications

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Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations

SIAM Journal on Control and Optimization ◽

10.1137/060671954 ◽

2008 ◽

Vol 47 (1) ◽

pp. 444-475 ◽

Author(s):

Rainer Buckdahn ◽

Juan Li

Keyword(s):

Differential Games ◽

Viscosity Solutions ◽

Stochastic Differential Games ◽

Isaacs Equations ◽

Hamilton Jacobi Bellman

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DISCRETE PLAYING OF PERSECUTION WITH LEVEL OF BRIGHTNESS OF DIGITAL IMAGE DESCRIBED BY SECOND ORDER EQUATIONS

EurasianUnionScientists ◽

10.31618/esu.2413-9335.2019.1.61.8 ◽

2019 ◽

Vol 1 (61) ◽

pp. 20-29

Author(s):

M. Sh. Mamatov

Keyword(s):

Digital Image ◽

Second Order ◽

Second Order Equations

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Near Optimal Strategy for Nonlinear Stochastic Differential Games Based on the Technique of Statistical Linearization

ACTA AUTOMATICA SINICA ◽

10.3724/sp.j.1004.2013.00390 ◽

2014 ◽

Vol 39 (4) ◽

pp. 390-399

Author(s):

Ping ZHANG ◽

Yang-Wang FANG ◽

Xiao-Bin HUI ◽

Xin-Ai LIU ◽

Liang LI

Keyword(s):

Differential Games ◽

Optimal Strategy ◽

Stochastic Differential Games ◽

Statistical Linearization

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