Nonlinear variational inequalities and differential games with stopping times

Alain Bensoussan; Avner Friedman

doi:10.1016/0022-1236(74)90076-7

Author(s)

Alain Bensoussan
Avner Friedman

Detail(s)

Original language	English
Pages (from-to)	305-352
Journal / Publication	Journal of Functional Analysis
Volume	16
Issue number	3
Publication status	Published - Jul 1974
Externally published	Yes

Link(s)

DOI	DOI https://doi.org/10.1016/0022-1236(74)90076-7 Final Published version
	Check@CityULib
Link to Scopus	https://www.scopus.com/record/display.uri?eid=2-s2.0-0040259844&origin=recordpage
Permanent Link	https://scholars.cityu.edu.hk/en/publications/publication(9c1c11b6-b53e-47d3-a0fa-0f5f5364bd04).html

Abstract

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.

Citation Format(s)

[ RIS ] [ BibTeX ]

Nonlinear variational inequalities and differential games with stopping times. / Bensoussan, Alain; Friedman, Avner.

In: Journal of Functional Analysis, Vol. 16, No. 3, 07.1974, p. 305-352.

Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

Bensoussan, A & Friedman, A 1974, 'Nonlinear variational inequalities and differential games with stopping times', Journal of Functional Analysis, vol. 16, no. 3, pp. 305-352. https://doi.org/10.1016/0022-1236(74)90076-7

Bensoussan, A., & Friedman, A. (1974). Nonlinear variational inequalities and differential games with stopping times. Journal of Functional Analysis, 16(3), 305-352. https://doi.org/10.1016/0022-1236(74)90076-7

Bensoussan A, Friedman A. Nonlinear variational inequalities and differential games with stopping times. Journal of Functional Analysis. 1974 Jul;16(3):305-352. doi: 10.1016/0022-1236(74)90076-7

Bensoussan, Alain ; Friedman, Avner. / Nonlinear variational inequalities and differential games with stopping times. In: Journal of Functional Analysis. 1974 ; Vol. 16, No. 3. pp. 305-352.