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Stochastic differential games and viscosity solutions of Hamilton-Jacobi-Bellman-Isaacs equations. (English) Zbl 1157.93040

MSC:
93E20 Optimal stochastic control
90C39 Dynamic programming
49L20 Dynamic programming in optimal control and differential games
49L25 Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games
91A15 Stochastic games, stochastic differential games
91A23 Differential games (aspects of game theory)
49N70 Differential games and control
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