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On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains and the Isaacs equations
Dynamic programming principle stochastic games Isaacs equation
2012/5/9
We prove the dynamic programming principe for uniformly nondegenerate stochastic differential games in the framework of time-homogeneous diffusion processes considered up to the first exit time from a...
On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains
Dynamic programming principle stochastic games Isaacs equation
2012/5/9
We prove the dynamic programming principe for uniformly nondegenerate stochastic differential games in the framework of time-homogeneous diffusion processes considered up to the first exit time from a...