搜索结果: 1-1 共查到“偏微分方程 viscosity solution”相关记录1条 . 查询时间(0.087 秒)
On zero-sum Stochastic Differential Games with Jump-Diffusion driven state: A viscosity solution framework
Stochastic differential games L´ evy processes dynamic programming
2010/12/13
A zero-sum differential game with controlled jump-diffusion driven state is considered, and studied using a combination of dynamic programming and viscosity solution techniques. We prove, under certai...