Stochastic representation for solutions of a system of coupled HJB-Isaacs equations with integral-partial operators

Sheng Luo, Wenqiang Li, Xun Li +1

In this paper, we focus on the stochastic representation of a system of coupled Hamilton-Jacobi-Bellman-Isaacs (HJB-Isaacs (HJBI), for short) equations which is in fact a system of…