Non-Markov Zero-sum Dynkin Game

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：lvjieidd

【摘要】

：

　　A Non-Markov zero-sum Dynkin game problem is considered.Its associated Hamilton-Jacobi-Bellman-Isaacs equation is a backward stochastical partial differenti

【作者】

：

Zhou Yang

【机构】

：

South China Normal Univ.

【出处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年期

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论文部分内容阅读

　　A Non-Markov zero-sum Dynkin game problem is considered.Its associated Hamilton-Jacobi-Bellman-Isaacs equation is a backward stochastical partial differential variational inequality(BSPDVI,for short)with semilinear differential operator.

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Non-Markov Zero-sum Dynkin Game

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