Stochastic Perron's method and elementary strategies for zero-sum differential games

Preprint English OPEN
Sîrbu, Mihai;
(2013)
  • Subject: Mathematics - Optimization and Control | 91A05, 91A15, 49L20, 49L25

We develop here the Stochastic Perron Method in the framework of two-player zero-sum differential games. We consider the formulation of the game where both players play, symmetrically, feed-back strategies (as in [CR09] or [PZ12]) as opposed to the Elliott-Kalton formul... View more
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