24 citations · 66 across the 29 of their papers we have counts for
5 papers · 1 filter
On the adjoint Markov policies in stochastic differential games
N. V. Krylov
We consider time-homogeneous uniformly nondegenerate stochastic differential games in domains and propose constructing -optimal strategies and policies by using adjoin…
On regularity properties and approximations of value functions for stochastic differential games in domains
N. V. Krylov
We prove that for any constant , the value functions for time homogeneous stochastic differential games in the whole space can be approximated up to a constant over by…
On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains and the Isaacs equations
N. V. Krylov
We prove the dynamic programming principe for uniformly nondegenerate stochastic differential games in the framework of time-homogeneous diffusion processes considered up to the fi…
On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains
N. V. Krylov
We prove the dynamic programming principe for uniformly nondegenerate stochastic differential games in the framework of time-homogeneous diffusion processes considered up to the fi…
On factorizations of smooth nonnegative matrix-values functions and on smooth functions with values in polyhedra
N. V. Krylov
We discuss the possibility to represent smooth nonnegative matrix-valued functions as finite linear combinations of fixed matrices with positive real-valued coefficients whose squa…