Stochastic differential games

References

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	Year	Citations
Partial differential equations of parabolic type John S. Maybee Journal of the Franklin Institute Numerical SimulationParabolic EquationParabolic TypeNonlinear Hyperbolic ProblemHyperbolic Equation	1965	3.3K
Diffusion processes with continuous coefficients, I Daniel W. Stroock, S. R. S. Varadhan Communications on Pure and Applied Mathematics Diffusion ProcessContinuous CoefficientsTransport PhenomenaDiffusion-based ModelingAnomalous Diffusion	1969	367
Optimal Control of Partially Observable Diffusions Wendell H. Fleming SIAM Journal on Control Optimal ControlPde-constrained OptimizationCalculus Of VariationDiffusion ProcessStochastic Calculus	1968	115
Optimal Continuous-Parameter Stochastic Control Wendell H. Fleming SIAM Review	1969	113
Diffusion processes with continuous coefficients, II Daniel W. Stroock, S. R. S. Varadhan Communications on Pure and Applied Mathematics Diffusion-based ModelingAnomalous DiffusionContinuous CoefficientsDiffusion Process	1969	112
On the Existence of Optimal Stochastic Controls Harold J. Kushner Journal of the Society for Industrial and Applied Mathematics Series A Control Stochastic SimulationOptimal ControlEngineeringStochastic OptimizationStochastic Processes	1965	73
Duality and a priori estimates in Markovian optimization problems Wendell H. Fleming Journal of Mathematical Analysis and Applications Mathematical ProgrammingEngineeringMarkovian Optimization ProblemsStochastic OptimizationConvex Optimization	1966	48
On the definition of differential games and the existence of value and of saddle points Avner Friedman Journal of Differential Equations Differential GameSimultaneous GameNon-cooperative Game TheoryDifferential GamesGame Theory	1970	40
Existence of value and of saddle points for differential games of pursuit and evasion Avner Friedman Journal of Differential Equations Differential GameCalculus Of VariationStochastic GameDifferential GamesGame Theory	1970	36
Weak Solutions of a Partial Differential Equation of Dynamic Programming Raymond Rishel SIAM Journal on Control Mathematical ProgrammingEngineeringValue FunctionVariational AnalysisPde-constrained Optimization	1971	21

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