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• W2017375008 abstract "A zero-sum differential game with controlled jump-diffusion driven state is considered and studied by a combination of dynamic programming and viscosity solution techniques. We prove, under certain conditions, that the value of the game exists. Moreover, the value function is shown to be the unique viscosity solution of a fully nonlinear integro-partial differential equation. In addition, we formulate and prove a verification theorem for such games within the viscosity solution framework for nonlocal equations." @default.
• W2017375008 created "2016-06-24" @default.
• W2017375008 creator A5003625306 @default.
• W2017375008 date "2012-01-01" @default.
• W2017375008 modified "2023-09-27" @default.
• W2017375008 title "On Zero-Sum Stochastic Differential Games with Jump-Diffusion Driven State: A Viscosity Solution Framework" @default.
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• W2017375008 doi "https://doi.org/10.1137/080720504" @default.
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