Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition
نویسندگان
چکیده
منابع مشابه
Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies
In the present paper we investigate the problem of the existence of a value for differential games without Isaacs condition. For this we introduce a suitable concept of mixed strategies along a partition of the time interval, which are associated with classical nonanticipative strategies (with delay). Imposing on the underlying controls for both players a conditional independence property, we o...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2014
ISSN: 0091-1798
DOI: 10.1214/13-aop849