E-viri
Recenzirano
Odprti dostop
-
Pham, Triet; Zhang, Jianfeng
SIAM journal on control and optimization, 01/2014, Letnik: 52, Številka: 4Journal Article
In this paper we study a two person zero sum stochastic differential game in weak formulation. Unlike the standard literature, which uses strategy type controls, the weak formulation allows us to consider the game with control against control. We shall prove the existence of game value under natural conditions. Another main feature of the paper is that we allow for non-Markovian structure, and thus the game value is a random process. We characterize the value process as the unique viscosity solution of the corresponding path dependent Bellman--Isaacs equation, a notion recently introduced by Ekren et al. Ann. Probab. , 42 (2014), pp. 204--236 and Ekren, Touzi, and Zhang Stochastic Process. , to appear; preprint, arXiv:1210.0006v2; preprint, arXiv:1210.0007v2.
![loading ... loading ...](themes/default/img/ajax-loading.gif)
Vnos na polico
Trajna povezava
- URL:
Faktor vpliva
Dostop do baze podatkov JCR je dovoljen samo uporabnikom iz Slovenije. Vaš trenutni IP-naslov ni na seznamu dovoljenih za dostop, zato je potrebna avtentikacija z ustreznim računom AAI.
Leto | Faktor vpliva | Izdaja | Kategorija | Razvrstitev | ||||
---|---|---|---|---|---|---|---|---|
JCR | SNIP | JCR | SNIP | JCR | SNIP | JCR | SNIP |
Baze podatkov, v katerih je revija indeksirana
Ime baze podatkov | Področje | Leto |
---|
Povezave do osebnih bibliografij avtorjev | Povezave do podatkov o raziskovalcih v sistemu SICRIS |
---|
Vir: Osebne bibliografije
in: SICRIS
To gradivo vam je dostopno v celotnem besedilu. Če kljub temu želite naročiti gradivo, kliknite gumb Nadaljuj.