TY - JOUR
T1 - Nonlinear variational inequalities and differential games with stopping times
AU - Bensoussan, Alain
AU - Friedman, Avner
PY - 1974/7
Y1 - 1974/7
N2 - Differential games with stopping times are introduced. The upper value satisfies a variational inequality of the first order. Next, stochastic differential games with stopping times are introduced and studied using nonlinear parabolic variational inequalities. The behavior of the value is studied as the coefficient of the diffusion matrix goes to zero. © 1974.
AB - Differential games with stopping times are introduced. The upper value satisfies a variational inequality of the first order. Next, stochastic differential games with stopping times are introduced and studied using nonlinear parabolic variational inequalities. The behavior of the value is studied as the coefficient of the diffusion matrix goes to zero. © 1974.
UR - http://www.scopus.com/inward/record.url?scp=0040259844&partnerID=8YFLogxK
UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-0040259844&origin=recordpage
U2 - 10.1016/0022-1236(74)90076-7
DO - 10.1016/0022-1236(74)90076-7
M3 - RGC 21 - Publication in refereed journal
SN - 0022-1236
VL - 16
SP - 305
EP - 352
JO - Journal of Functional Analysis
JF - Journal of Functional Analysis
IS - 3
ER -